Somehow I've never seen this done before. Not too hard to do and looks great to me.
The signals themselves are pretty easy. Just steal 4 more from a junkyard WITH the wire harnesses. They don't quite fit in the original bumper so you have to cut the backing of the bumper out as well as shave down some of the turn signal housings. As for making them sequential, Amazon has some cheap kits but occasionally you can find the relay boards for a couple bucks.That looks pretty cool. Maybe you could tell us what we need to complete this effect .