Tons of good ideas here, and will be using most. 
I'm trying to set-up and 1890's campaign, then we'll move to 1920's etc. One thing I've been doing is collecting newspaper headlines from the era. I'd like to present the players with a major headline, and maybe a little headline a week. Let the conspiracy freak inside you go wild, all sorts of disparate headlines may actually be the work of or point to the influence of the Old Ones.
For the 1920's one major headline of the day may be the Spanish Flu
Where did it really arise, does it lead to the mythos? Is the real reason it stopped was some brave and unknown investigator stopped the forces of evil from entering the world? At least that is what this madman in Arkham claims.
Another area I've been looking at to set the setting, is to use historical figures, and find a reason for the players to cross paths with them. How about Emelia Earhart? Why did she really sell her plane in 1924 and then later disappear in 1937? Did she see something that shook her in those long solo flights? I'd bring it in in little ways, maybe the investigator is a bartender that hears the story, or knows an aircraft mechanic who complains about how he had to clean this slime off of the plane, or is an insurance adjuster who wonders how the plane got damage in such an odd way, etc.
A few histroy books from your local library could really help give you the feeling, details and a host of famous folk that you and the palyers have heard of. If nothing else, you'll learn some history.
I'm trying to set-up and 1890's campaign, then we'll move to 1920's etc. One thing I've been doing is collecting newspaper headlines from the era. I'd like to present the players with a major headline, and maybe a little headline a week. Let the conspiracy freak inside you go wild, all sorts of disparate headlines may actually be the work of or point to the influence of the Old Ones.
For the 1920's one major headline of the day may be the Spanish Flu
Where did it really arise, does it lead to the mythos? Is the real reason it stopped was some brave and unknown investigator stopped the forces of evil from entering the world? At least that is what this madman in Arkham claims.
Another area I've been looking at to set the setting, is to use historical figures, and find a reason for the players to cross paths with them. How about Emelia Earhart? Why did she really sell her plane in 1924 and then later disappear in 1937? Did she see something that shook her in those long solo flights? I'd bring it in in little ways, maybe the investigator is a bartender that hears the story, or knows an aircraft mechanic who complains about how he had to clean this slime off of the plane, or is an insurance adjuster who wonders how the plane got damage in such an odd way, etc.
A few histroy books from your local library could really help give you the feeling, details and a host of famous folk that you and the palyers have heard of. If nothing else, you'll learn some history.
Try your local library. It's a lot cheaper. 
