Both the photography itself and the majority of the processing are straight from the Joel Grimes playbook. You can catch the gist of things in the B&H Event Space video "Building the Dramatic Portrait with Joel Grimes". But to summarize:
The subject photography is a three-light setup, with two gridded kickers (one to either side) and a small source above camera in front. The taped-off small gridded reflector example in the video is closest to what's happened here; the light is less wide than the subjects' faces. If you're using speedlights rather than studio flash or "hot" lights, then a small on-camera-type softbox diffuser will make the flash about the right size. You're looking for something five to six inches across (12 to 15cm). There is a relatively large reflector card (well, wide at any rate, there probably isn't much room for depth) just below the frame.
Processing consists mostly of blending a colour and a B&W development of the same image and applying curves to taste. (Open the image as a Smart Object, Copy via Smart Object, take the copied SO back into ACR to make it monochrome and further adjust contrast.) Alternatively, you can use Nik Color Efex Pro or Topaz Labs Adjust to reduce saturation, increase contrast and grungify, but at an extra cost (and an extra dependency). The images are composites, of course, with the background shot (or created) separately. And yes, there is an overlay to add grit in these pictures.