But as for putting your hand through the glass, that looked pretty cool!
That one's done by rotating the double-paned glass. At about 6:25-6:28, you should see some smudged fingerprints near the woman. Those are there throughout most of the video, but at around 5:47-5:49, you can see that there are no fingerprints near her and they are actually over by the man in black. The illusionist of course obscures the hole in the glass with his left hand as it's moved into position and you can see that he has a little bit of trouble keeping his hands steady at 6:18 once he has cleared the hole and the glass is moving back into place. The glass is most likely operated by one of the men at the rear of the table.
It's an old trick, but a good one. Some people think explaining how a trick works does nothing but spoil the fun, but I think figuring it out
is the fun part. After all, we all know it's simply an illusion; we just don't always know how they're done. In this case, I benefited from seeing Copperfield do the same thing years ago.