Are you sure the nebula's are actually 3D or volumetric?
Remember that Nebulas are super massive clouds of particles lit by many stars. If you were to look at a nebula storm from afar, for the longest time it'd look like one big flat picture because you can't tumble it without traveling a large distance. And it's also massive and far away enough that the concept of depth appears to be flatter. Remember that for us to see a nebula, from lightyears away, it needs to be so massive that if you were inside of it, it'd feel like it's going on to infinity.
That being said I doubt that they are creating an actual volume. Just the apperance of volume.
http://www.gdcvault.com/play/1012551/Rock-Show-VFX-The-Effects
Here's something you want to look into. To make some of the most beautiful and practically unrivaled weather effects, they practically painted the sky with artist controlled particles and sprites.
If you were trying to make a universe sandbox on the other hand....
If you sit back, you'd realize that there's a bit of cheating you can actually do.
First, a nebula is dense enough that you can pretty much treat it like a solid object and model it as such.
Second, we know that it is a volume, but it does not necessairly mean that at a scale where we can tumble it, we need to treat it as a true volume. Instead, you can treat it as a subsurface and get some interesting results when you play with the parameters.
Third, it is surrounded by thinner but still dense clouds of gasses. You can play around a bit with this one by using a mixture of adding, and actual geometry with the same techniques just thinner and more varience.
Finally, add some invisible sprites with add, multiply, clip, and subtract shaders to shape the image up a bit. Think of them like 3D photoshop layers.
