Lycopodium powder, made from dry spores of clubmoss plants, is used by magicians and special effects artists as flash powder (aka "dragon's breath"), as a lubricant on latex gloves and condoms, and of course to do the impressive science experiments seen in the video above.
"In physics experiments and demonstrations, lycopodium powder is used to make sound waves in air visible for observation and measurement, and to make a pattern of electrostatic charge visible," according to Wikipedia. "The powder is also highly hydrophobic; if the surface of a cup of water is coated with lycopodium powder, a finger or other object inserted straight into the cup will come out dusted with the powder but remain perfectly dry."
You can purchase an inexpensive supply from Amazon: Lycopodium Powder