There's a bunch of ways to do these, you'll probably want to look into Adobe After Effects. My favorite tutorial site for AE is [VideoCopilot][1]

Then you need to overlay the AE Project on top of your video. For some things you may need to do 3D Modeling and Animation in a suite like Maya or 3DMax as well. It kinda depends on what exactly you're going for.

Found this which you might find interesting as well, shows a little behind the scenes and you can see just how much production and people are involved in something like this: http://www.blind.com/work/project/windowsphone7/ 

A better StackExchange for Video is aptly called [video.stackexchange.com][2]


  [1]: http://www.videocopilot.net/
  [2]: https://video.stackexchange.com/