This may have been done with the Wacom 6-D art pen. It is built to recognize the rotation of the pen and rotates a brush when you turn the pen. I've attached an example of a winged sort of brush that I used just to show how it turns when I rotate the brush as I drag it on the canvas. It's not a bad investment at about $70 if you have the Intuos 3 tablet and Photoshop CS2.