Before anything else, yes, the wind is blowing in another direction than the smoke. :D
The background was filmed with my phone (N82) and it was tracked with Voodoo Camera Tracker ( digilab.uni-hannover.de/docs/manual.html ). Smoke was made with Blender's (246) particles and each particle used 10x10 tiled texture to animate the movement and fading. Blender's nodes were used to get the elements together and for smoke to have more fluid movement for it.
Here's a script for Gimp (2.4.5) by which you can combine an image sequence to one tiled image that Blender's particles use: decent.fi/hhoffren/combine-tiles.php