You are talking virtual sets which have been around for a long time but they start to look cheesy really fast. I remember using some with the Video Toaster and Lightwave (modern PC version not the Amiga version) They were neat for about five minutes.
The new virtual sets that have been demoed at the NAB'15 and '16 are actually pretty good - albeit mostly limited to 720p - but they're made for live broadcasts, sales presentations and so on. I am talking essentially what we have just seen from "Ugly Betty" and "Wolf of Wall Street" but designed for general rather than specific project use. I'd like to see virtual sets be comparable in quality to the classic studio lots with the "Western town", the old New York, a city square and so on.