So, how did he do this?
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Anti-gravity lean
Perhaps the most famous aspect of the video was where Jackson and the dancers perform a forward lean. While the video version used special harnesses, ropes and magnets to achieve the lean it would be more obvious and inconvenient to rig this for a live performance. Accordingly, Jackson and his team had to come up with an alternative way to achieve the effect on stage. The physically complicated anti-gravity lean technique was filed under United States patent law by Jackson in 1993,[5] and consisted of the dancers wearing special shoes which could be locked down onto clips attached to the stage. This allowed the performer to lean beyond their own center of gravity.
The trick is over a century old, originating in Vaudeville shows, where it was known as simply "the lean". In order to lock the clips into place without the audience noticing, during live peformances of Smooth Criminal, another performer, holding a firework, comes onstage during the 'air-raid siren' bridge. The lights darken (Jackson and his dancers move over to this darkened area in order to lock the clips) and once the bridge is over, the performer throws the firework into the air, and the lights come back on. By this time, Jackson and the other performers have locked the shoes in place, and are able to perform the lean. If you look closely at the Munich live performance of Smooth Criminal on the HIStory tour, one of the dancers is unable to unhook the hitch, almost causing him to trip. Also, during the Tokyo peformance, Jackson's clips fail and send him falling.
Source: Wikipedia