Blue-screening and chroma-key would probably be the most straightforward approach.
If you wanna go really simple, have the actor walk very very very very slowly while taping him in front of a normal scene, then speed up the playback ;)
Yeah, they videotape the person in front of the green screen then they film just the background without the person. Then they take the person, chroma key them into the background then you have 2 seperate "layers" one with the person and one with the background. You can then speed up or slow down either one of them to get the desired effect you want.
That's why you have to pay careful attention to the lighting while shooting the actor. You have to simulate the lighting that would have been there if the actor was in the background environment. Now that makes it a lot harder.