How can a light dimmer in series modulate a load?
There are even simpler in-series circuits that can achieve the same: diac+triac (for bipolar waveforms) or just a bridge-rectifier+scr (thyristor) [this will only produce unipolar waveforms], or... if don't care about adjustment, just a diode! I'm honestly not sure what is that you don't understand. Reduce the problem to the simplest idea: a diode in series with a load will reduce power on AC because it cuts out half the waveform. 

EDIT: Ok, since based on your comment below you're confused about the adjustability part, it helps to look at a simple rectifier+scr circuit. There are dozens on the net, but the one below seems the simplest (courtesy of Kuphaldt's Lessons in Electronic Circuits), so most useful for educational purposes:



Yes, the dimmer does steal some power for its control function/sub-circuit (which in this case is simply the pot and diode on the right side of the figure), but relatively little.

EDIT2: As to your theory that it must "kill its own power" (and thus not work)... again ask yourself: is a diode "killing its own power"? Maybe so, but should you infer from that that it only works for exactly one half-period and then stays off forever? No, because it reacts to change in potential at its inputs caused by the ever-changing AC waveform... which keeps passing through the load. 

EDIT3: As for your MOSFET+opamp circuit, I found a good article on EDN explaining how it works: "Use a self-powered op amp to create a low-leakage rectifier". If you understand the basics from the previous simpler circuit, you should have no trouble following that.