Volumetric scattering is pretty simple to set up in LuxRender. When all materials/objects are inside the volume that makes it super-easy when you can use the scattering volume as the default volume, which makes LuxRender use that volume on all materials/objects.
Keeping track of the face normal is important when picking the exterior or interior volume for a material.

Tutorial: http://www.luxrender.net/wiki/Setting_up_volumetric_scattering