The link in the first post while visually impressive, lacks additional followup data. Following some article research revealed that the model cars in the videos were/are larger scale diecast and the light kits are installed by the light-set maker for prices ranging from around $100 to over $250.
The following link goes to a seller of light kit for static model use.
The link that Bill posted is designed to be hooked into an RC car servo system, which would indicate that control signals to certain LEDs are required for brake lights and turn signals.
It may be possible to adapt light kits designed for slot cars since they are designed for low power.
Additionally, prop/model lighting kits like this site lists can be adapted: http://www.hyperdyne..._modelLight.php
(but they are not inexpensive...since you are paying for someone elses electronic expertise and manufacturing costs.)
Edited by blunc, 31 July 2013 - 04:38 PM.