Your code shoudl be:

$t->integer('format_id')->unsigned();
$t->foreign('format_id')->reference('id')->on('scene_formats');  

you are using a dot "." when you need "->" for the unsigned fuction.

Quick observation, you can't add nullable() because is a FK.

$t->integer('format_id')->unsigned()->nullable();

Suggestion, try to name your tables in a plural like:

Schema::create('formats', function (Blueprint $t) {

});

When using pivot tables then you can use table1_table2

Thanks for pointing out the chaining issue and for the suggestion.

Still, the foreign key is still not being set. Code:

    Schema::create('scenes_formats', function (Blueprint $table) {
        $table->engine = 'InnoDB'; 
        $table->increments('id');
        $table->timestamps();
    }); 
    Schema::create('scenes', function (Blueprint $t) {
        $t->engine = 'InnoDB'; 
        $t->increments('id');
        $t->timestamps();
        $t->integer('format_id')->unsigned();
        $t->foreign('format_id')->reference('id')->on('scenes_formats');    
    }); 

Error Message " [Illuminate\Database\QueryException] SQLSTATE[42000]: Syntax error or access violation: 1064 You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near ')' at line 1 (SQL: alter table scenes add constraint scenes_format_id_foreign foreign key (format_id) references scenes_formats ())

[PDOException] SQLSTATE[42000]: Syntax error or access violation: 1064 You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near ')' at line 1"

MySQL version 5.7.9