The Verge links to a piece on how much CGI there was in Mad Max: Fury Road. 2,000 VFX shots, mostly compositing with other in-camera shots. And lots of swapping in of sky shots:

The frenetic pace and complexity of the shoot in Namibia meant that, as expected, backgrounds and skies were not always consistent from shot to shot. Add to that was the graphic feel Miller wanted to infuse into the film. Sometimes sky replacements were part of the visual effects deliverables, but often they were handled during color grading by Whipp based on a vast library of skies collected by him and Jackson from around the world.

“The sky replacements, and DI, was a fantastic thing that Eric brought to the film,” declares Jackson. “We didn’t really expect to do as much. It was very much George just wanting to, not necessarily tie the shots together from a continuity point of view, but just make them more interesting shots, where he thought the shot would benefit from having a more interesting sky.”

Whipp notes that Miller had been adamant the film not have the typical post-apocalyptic bleached look. “We had two words in the back of our heads the whole time – graphic novel,” he says. “We just kept saying that to ourselves. Whenever we could we changed the sky – we just tried to make it as graphic as we could, just to avoid that bleached feel.”