Why?
I was prompted to write this because of an article I saw in Miniature Wargames about using a backing track to add atmosphere to wargames.Over the years I have been in games and run games were we have added that little extra to make a game special I am not going to suggest you take these ideas and put everyone of them in every game you run pick and choose I tend to do this sort of thing for event games.
Dress the room
No not a complete room make over but, for a Jungle based game an old camo net stung across the room gave a feeling of claustrophobia added jungle noise backing track made it all the more interesting. Candle light makes your horror game all the more creepy, yes everyone has to hold their character sheets closer but it makes you all group in talk quieter as the GM and before you know it you have the feeling of a classic ghost story.The simplest form a cloth over the table a few related props and it's not the dining table any more I remember a wild west game we played were the guys had a load of replica pistols it adds an element when the GM hand's the party a treasure map and they use four colt .45's to hold down the map on the sand coloured table.
Hand out's
I love them keeps your players second guessing themselves for hours. Find a crumpled not hand write it screw it up tear off a vital bit throw it at them. Maps tea stained for age or leave a coffee mug on your map just over the bit about the death trap, burn the edges, use red paint ficked over it for blood stains. Give them a zip drive with the drug cartels kill list on. It's all better than just a stark white photo copy. Scour the internet for maps from the right time periods etc. The university of Texas has a good reasourse area I've used a lot of their maps you can print many out at A3 and bigger. http://www.lib.utexas.edu/maps .
Props.
Empty shell cases for ammunition counters. Pseudo bombs with wires to cut (you can find any number of how to videos on YouTube. Please do this in the privacy of your own home just saying.) Old keys give them an idea of what type of door they are looking for. I have a set of lock picks I plan in a game to have them break into a cash box to find a set of clues. Actual cyphers used by your villains keeps certain players busy and happy for hours, there is even an Enigma machine app for android give them the code and settings and they will be tapping away for an hour just to find out Rommel is ordering shoes for his wife. When it's a major clue it always gives a better feeling when they have something tangible in their hands.Sound.
With everyone having Mp3 on their phones and Blue tooth speakers being relatively cheap you can build your playlists to suit your games the technical side I leave to you but here are a couple of thoughts.
In the Vietnam game with the camo net we had jungle sounds in the background the whole time just loud enough for you to hear but blotted out by conversation when the CD ran out the players thought the GM had stopped it on purpose and became very tense as "it's quiet to quiet".
For a WW1 Cthulhu game a backing track of gun fire and shouts kept us all on the ragged edge.
Just crowd noises for cities. Wind and rain for that fight through the woods. Dripping water for that deep dark dungeon it always surprises me what effect it can have you will see players pulling up there collars as the thunder rolls in or shivering at the wind even though your in your dining room.
My final word on sound quietly does it don't let it become oppressive ten minutes of screaming battle effects and you'll all have had enough.