I watched the The Black Magic Of SSH video and lecturer in this video drops to SSH shell with some key-combination. How did he do that?
Change SSH connection settings without disconnecting?
ssh
If you are talking about openssh, you can get a menu of ssh escapes by using the 3-key keystroke sequence <ENTER>~?.  $ ~?Supported escape sequences:~.  - terminate connection~B  - send a BREAK to the remote system~C  - open a command line~R  - Request rekey (SSH protocol 2 only)~^Z - suspend ssh~#  - list forwarded connections~&  - background ssh (when waiting for connections to terminate)~?  - this message~~  - send the escape character by typing it twice(Note that escapes are only recognized immediately after newline.)This shows that <ENTER>~C will drop you to a ssh command line.  From there, you can manage some port forwarding.$ ~Cssh> ?Commands:      -Lport:host:hostport    Request local forward      -Rport:host:hostport    Request remote forward      -KRhostport             Cancel remote forwardOtherwise you could drop to your local shell with <ENTER>~^Z.  