Depending on what type of effect, you don't necessarily need extractor fans, plus there are different type of extractor fans other than roof installations, could be on a wall, or joining into another room to be extracted there instead, in the ground to be extracted via a pipe outside..
I don't necessarily think that they'll use smoke effects though.. be a bit weird, like someone said.. in a room, can't get out.. burning.. think people might frown upon it lol
Don't take me serious..
But come, sit, have a drink.. don't mind me..
Hush little baby, don't say a word..
It'll only hurt forever.