What you see is an infinity mirror. Its quite simple, but the effect is stunning.

You take a mirror plate and place a raised frame around it.
On the frame you mount a glass plate with a half transparent mirror foil. You know those things you always see in crime shows with the interrogation rooms. Say it reflects 80% of incoming light.
Now you place some bright LEDs in the space between both plates. The light bounces back and fourth between both mirrors and each time some of it escapes trough the partially reflective foil, so you see the light straight from the LEDs, see some reflected one, less reflected twice, till it gets to faint to see.

Because the light has to travel the distance multiple times it creates an illusion of depth