1. Focused LED light
2. Candle light or tea light
For this to work, there should be only two sources of light during the shoot or you wont get a good effect. Position your action figure the way you want it and setup the tripod so that its in your range of view. Now Set the Shutter speed to anywhere from 10 to 15 seconds while in shutter priority mode.
Set the camera to go off on timer and then bring the LED to the starting position of the beam and when the shutter opens gently draw along the imaginary light path. When you complete that then you need to fill in the light using your candle or tea light. Make a few passes to highlight the model or create shadows. Thats it ! All this in 10-15 seconds.
Heres what it should look like finally.