I was thinking about doing something similar, but, well... I don`t know HOW exactly they did that video.
Did they use a green screen then added that black background? Did they already have a black background, turned everything to black and white and positioned the lights specifically to create this effect [if so how?!]
If they used a green screen, it still does not explain the cool shadows on his face, because that would require at least 3 lights out of which 2 are directed at him for quality and ease purposes and he couldn`t of had those shadows on his face right?
Specifically that`s what I`m looking for, that gritty, cool black and white effect with all that deep, rich shadows on the face.
It just looks like one camera, one light, one large, dark area. Maybe they had a studio with a black wall, but you could even do this outdoors at night. Brightly light your guy from the side so that no light falls on anything visible in the background. Expose for the bright areas. Exposing for the brightest areas makes the darkest areas fall away to black. You might need to tweak that in post to get the contrast just the way you want it.
As for the black and white and "gritty" (or grainy), those effects are easy enough to get in Premiere or whatever you use to edit it. Same with the titles.