I think all suggestions are valid. Though we won't know exactly how the magicians did each illusion but there is certainly many ways to accomplish them as suggested by many here. One principle I would like to stress to others. Nothing should defy physics. If the switches were not tampered with, a break in the circuit would definitely break the current. So we could be 100% certain, the switches were tampered with.
For 2 switches with one LED. I could say it is doable if the switch were indeed adding or subtracting resistance to the serial circuit. If enough resistance is added, the voltage across the LED would go below its forward voltage and cause the LED to turn off.
So inside the switch, we could solder a resistor across the terminal point. If switch is in ON position, it would short the resistor in it ... lift the voltage across the LED to above its threshold forward voltage ... and so the LED will turn on.
When I was in one of the China's Electronic Mall in Sept 2011, I saw an innovative LED product. If I recall it correctly. this guy embedded each RGB LED with a very microscopic chip and each has a serial ID. He then put them in a large matrix. So instead of complex wiring of the LED matrix, he simply send signal telling each LED what to do.
John Xu, John2012, John2013