My understanding is that Nazis were some of the first to be able to use film for propaganda, are the shots of large crowds strategically placed to make them look larger than they were? Or were people really that involved to show up at the speeches and other events?
This question has some interesting answers. We do know for certain that the German Workers Party (DAP), predecessors to the National Socialist German Workers Party (NSDAP), did exaggerate party numbers early on. For instance rather than reporting their actual numbers to the government, we know for certainty that early on the numbering of party members was exaggerated by 500. For instance, Hitler was cited as saying on many occasions that he was the seventh member of the DAP, when in reality he was the 55th. On paper, however, he was member #555 on his party ID. The reason they did this was to make it appear that their party was much more powerful and influential.
The rallies are a bit more of an interesting phenomenon though. While there's no credible sources that state that the Nazis bolstered their numbers for film, primarily because they didn't have to, Joseph Goebbels (Hitler's Chief Propagandist) was known to use certain filmmaking and picture taking techniques to give off certain effects. Upshots were common to give him a more powerful and bigger vibe. But in all honesty, as far as visual appearances go, what you see is what you had. Many people were infatuated with Hitler and the party and would travel far from home in order to hear him speak- especially after becoming Chancellor.
One interesting thing to note is that the numbers of party members was always sort of iffy. Even after the Nazis had the numbers, they practically coerced, if not forced, many people to register. It was not uncommon practice to wake up one morning to propaganda in your mailbox and a flag on your lawn. If you didn't have that flag on display, even though it wasn't German law for a long period of time that the Nazis were on the rise, the Stermabteilung (SA, or brown shirts) would have something to say about that.
Many historians compare the intimidation of membership in the Nazi party to be akin to the Ku Klux Klan's tactics in the American south. Though you might not participate in the activities or even tell people you're a Klansmen, the local chapter was going to make sure you were counted among their number and followed their rules.
For more information on Hitler and Nazi Germany, I always recommend Ian Kershaw's incredibly comprehensive biography on Adolf Hitler.