I've been pretty interested about this too.
According to this article, he does in fact pre expose his film, granted this was in reference to the photos in his Morrissey series, which do exhibit the same type of effect. http://magazine.saatchionline.com/culture/reports-from/los-angeles-reports-from/post_15
"The colors are the result of film experimentation. Before I go to the concerts, I expose the film to different lights – Daylight, television light, tungsten light, sunsets, colored lights, morning light, basically all kinds of light. I expose the roll and then shoot it again at the shows. Between exposing the film and utilizing the intense stage lighting, i’ve got a process down to achieve new color palates"
From the sound of it my guess is that he is doing it in camera, note that he says "re-shoot", like preflashing/double exposure. I would assume he probably just shoots at all different types of lights out of focus and maybe like 3 steps under exposed and then rewinds the roll and re-shoots. Not sure how got all the frames to match up though. Haven't tried it, but I think I'm going to soon.
any other ideas?