They do use Froggy's Fog! They order huge 55 gallon drums for HHN and hook them up to each fog machine used at the event (haunted house fog machines usually get the 10 gallon buckets). They also have a variety of smells you can order, although they aren't used at the event. I'm not sure if it was this website or maybe IOACentral, but there was a thread about the smell of the fog at HHN. Everyone loves that stuff.
Anyway, LN2 seems like the cheapest and cleanest way to produce fog. Regular fog fluid leaves an oily residue on anything it touches if its constantly lingering in the air. Wouldn't want that all over our precious NEST building!