The official website for Final Fantasy XIII has a neat making-of feature giving a glimpse at how sound was done for the game.
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In the clip, a foley artist does sound for a PSICOM troop. The sound for each was done individually, and this is not the final sound cut for this scene.
This is game making magic right here. A dude shaking metal gloves.
Final Fantasy XIII [Official Site]
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And then some processing to make it sound a bit more impressive.
Unless, they are recording sounds for individual parts of the soldier, which would be zomg.