He used for that a 4-minute video shot from the Washington Street bridge in San Diego and his After Effects skills. He says there's absolutely no CG elements, all the cars are real.
This is why you shouldn't let anything valuable inside your car.
Now, for the bright side: you don't have to pay for a broken window...
This was filmed in Harbin, China, which was hit by its worst snow storm in 50 years on November 22. The driver wasn't injured but the car was seriously damaged.