I just find it interesting that people really believe that this guy ACTUALLY passed through glass.....
Heres one "possible" explination.
This is a big version of the old "finger guillotine" .
The whole storefront is a "set". The guy inside AND the "paper holders" are assistants. The glass is like an upside down "U" that sits in a channel, like a "guillotine". Listen to the "knock" it's a hollow tap because the glass sits loose in its holder.
The "OPEN" sign doesn't move because it's attached to the side rail, and the guy inside simply pulls a cord to lift the glass so the opening comes up from the bottom, magician goes through, aide drops the glass. Notice how close the paper is to the bottom, because the hole comes up from the bottom behind the paper.
You never see the glass move on the top or sides because it's glass, totally seamless and flat.. There's a reason the camera is constantly moving, if it was still, you'd see slight variances in reflections suggesting movement. The shoe removal was a distraction so the people who were not plants wouldnt notice....
Magician comes out, Stands up for a brief second (that's why he's wearing a big coat) Hole is dropped behind him.