Peter S. said:
You can buy a little tube of the instant smoke for a couple of bucks at any joke shop, or buy some red cross country ski wax, which will not only do the same thing, but you will have a lifetime supply!
I don't think that is what the guy is using. Try this:
Take a pack of matches and cut off the striker section of the pack. Place it on a glass ashtray and burn it. When it's burnt it will leave a brown on the ashtray. Swipe it up with your finger and rub it.
Cool, eh?