First, get your source imagery- your actor, and the blueprints/trig functions/whatever. For 3D buildings, you can download wireframes from Google SketchUp and use those.
1. Duplicate your layer.
2.Mask out everything but your actor, and anything you want a thought to be behind. You can do this with the Pen Tool, quick mask, layer mask- which all deserve their own tutorials.
2. Bring in your first blueprint on a new layer, then go Edit > Transform >Perspective. This allows you to manipulate the blueprint in a manner that mimics perspective. You will have to tweak it a bunch.
3. Put that payer between your background layers and actor layer. Lower the opacity to the desired look, then in the layer palette, go FX > Outer Glow, and edit the settings as you see fit.
Lather, rinse, repeat. Put blueprint layers above your actor to make the thoughts on top of him.
Hope this helps!