Most Visual Effects use a process known as "Compositing" to combine several elements (an explosion, a creature, a main actor) into one shot to make the effect look real. Today, most of these compositing effects are done digitally (in a computer), but even way back in 1933, movies were using compositing to sell their effects. Check out the original "King Kong."
"King Kong" was one of the first films to mix live-action footage with claymation.
In this shot, you can see a claymation Kong fighting with real actors.
Compositing is a very difficult technique to master. To pull it off and sell the effect, you must pay very strict attention to "blocking" (determining where everything in a shot will be placed) and timing. If the clay Kong were to shake the clay branch at a different rate than the stunt men were shaking the real branch, the scene just wouldn't look right.
A clay Kong (which you can see at the right) was manipulated one frame at a time to give the illusion of movement. These movements were very carefully timed and plotted out so that the final footage produced could be matched to the live action footage of the real actors.
Top 10 Video Errors
1. Not using a Tripod
2. Putting your finger over the lens
3. Filming w/background noise
4. Not storyboarding before shoot
5. Forgetting to charge your battery
6. Using too much or too little light
7. Not preparing actors before filming
8. Trying to do too much w/your film
9. Improper use of the microphone
10. No location scouting before filming