It is all real. I put together a little inverter which generates about 450v from an 1.5v source, then the voltage multiplier increases the voltage further to 7Kv. Finally, the marx generator does the rest.

Normally the marx generator can generate voltages up to 60Kv and 80Kv, however in this video, the marx generator is producing voltages around 40Kv to 50Kv due to humid conditions.