You can do it with a long exposure, but like this image has, some ghosting. Here are two ways to do it with an SLR:
1. Set the camera on a tripod with a long exposure or better yet the "bulb" setting on your SLR. You need a portable flash, one that mounts on the top of your camera is ok and a friend. Open the shutter with the bulb setting, flash the flash manually in your hand. Walk in front of the car or object and have your friend flash the flash again from the same spot it was fired the first time (above the camera is ok). Then close the shutter. You can also flash the flash on the object, walk in front and hold the flash in your hand, flash just your face or waist up and you will have no legs.
2. This one is a bit harder and you have to have a film camera. Set it up on a tripod. Take your light measurements and divide them in half. For example if the light meter says to use a 1/30 shutter, use a 1/60. If your camera says to use a 2.8 f-stop use a 4. Take the picture, don't move the camera. Then wind the film canister side tight with the manual wind arm so there is no slack in the film canister inside the camera. On this image it is on the right side of the picture:
http://gearpatrol.com/blog/wp-content/uploads/2008/05/vintage-canon-ae-1-program-slr-camera1.jpg
Then press the button that allows you to rewind the film. Hold the rewind handle (the knob in the right of that pic) while you advance the film with the normal lever (the black lever on the left side of the picture).
What you have just done is fool the camera into thinking you advanced to the next frame, when really it just stayed in place. Take the picture again with you in the image.
Since you took the same picture twice, that is why you have to half you light settings. Just half one, the shutter speed OR the aperture setting.
Again, the first one is the easiest and can be done with a SLR digital camera. You can have a blast flashing random things in the bulb setting. You will get some neat effects that can't be reproduced in photoshop. All the filters and techniques in photoshop came from film and the darkroom. I worked with black and white photo for about 5 years developing my own film and pictures. It is a lot of fun, but hard to do with the digital age.