This nice and very useful smoke atmosphere is perfect VFX, motion graphics, etc. It already has an alpha channel (transparent background).
+ 3Ds MAX project file
This file includes Autodesk 3ds Max 2010 project file, so you can change FumeFX parameters and get a different result.
You must have FumeFX 2.0 installed if you want to change the project. Though you do not need 3Ds MAX or FumeFX to just use the video file.