I'm going with magnets inside or on the bottom of the fish... [video=youtube;U0cAMAy-WL4]http://www.youtube.com/watch?v=U0cAMAy-WL4[/video]
you may not need to add magnets to the fish. Some are sensitive to magnetic fields, like hammerhead shark. Although I don't know if that's the case here. Still pretty cool first half of the show.
that doesn't explain how he is able to move them seperately. Regardless of how he does it, it is a pretty cool trick.