When I saw that the smoke is shaded (depending of the angle you look at it) I was impressed but had no idea how it works:
Sorry for the stuttering, i had to capture it with CamStudio and rotate the Camera by hand. At first I thought maybe they move a gradient along the particle textures depending on the angle to the sun but later I learned that’s they modified the normals of the particle (see the updates below).
Eric Chadwick mentioned that a similar effect was already used in Shadow of the Colossus. His post links to a PDF where you can find the smoke shading on page 16.
If you’re interested in more thoughts about the issue, feel free to read the comments on the polycount thread.
It’s a honour for me to present you this link which was posted into the comments by a really nice guy (i guess a Relic-Dev, but he wrote it anynom) which talks about the Relic-Fx-System and the also show the smoke particle shading.
Thanks to Denis we can read this incredible PDF about Brütal Legend with tons of effect explanations – for example the awesome smoke particle trick: