I'm a huge fan of making the tabletop gaming experience as immersive as possible, but even my efforts pale in comparison to the lengths Sebastian at Atmoseeker goes to. His video on theming a gaming room for a pirate D&D game is a good introduction to his heavily theatrical approach. That includes not only miniatures and props, but custom sound and a complete lighting system. I didn't even know things like his wave-effect projector existed, but I'm definitely getting one.
This approach isn't for everyone, but you'll find a lot of inspirational ideas. Given the high quality of the content I was a little surprised the channel doesn't have more subscribers. Since I'd like to see more I'll selfishly recommend you give him a follow.