In each case they used twins that were dressed and timed out. No camera trickery and that is how you do it in the real world and fake out authentic participants!
In haunted houses you have several identical costumes and the same guy is in dozens of places there to scare you again. Or how did he get from here to there so quick? A serious number of magic tricks are done like this and sometimes the entire family and a dog are identical twins acting and doing impossible things like coming out of an elevator when you just saw them behind another place. Even some magicians have crazy signature looks and hair so a double can easily be made to look like they came through a wall only they never really moved or came out of nowhere, actor #2 appears.
So all these guys are doing is authentically freaking out a few students, filming it and coming up with lots of web prescence to make it into an urban myth.
Another fabulous post from the U.S.Department of Wild Imaginings, now in spectaclar stereo, sponsored by the Adhesives and Sealants Council, suggesting ways to stick things together since the 1800s. Not fabulous in a gay way. Your results may vary. Illinois residents add 8% sales tax. These posts have been made by professional post makers, do not try this type of posting on your own without extensive training, lovely assistants and a trusty clown horn.