They probably use MoCap (Motion Capture), it produces very life like animations, far better quality that say Poser and the ilke. Simply because an actual dancer wears an outfit covered with motion links which are recorded by the animation software. The downside? The bundle costs around $18,000 and requires actual dancers, band players, footballers etc , whatever the animation requires. A MoCap animation recently carried out for a record company of a Guitartist playing an actual Guitar and a tune, matched in Second Life with an exact Avatar and Guitar, looked increddibly life like (because it was lol), cost.... $3,000.
In retrospect, even a talented user of say Poser, would probably spend many days/hours doing the same thing, at RL hourly rates for skilled workers, would probably cost more than the MoCap version.