I was watching the DVD commentary on The Queen which is just a great movie.
A lot was made about how the film mixed their filmed drama with actual video of newsreports about the death of Princess Diana.
A less obvious but equally effective technique is that when they shot the phone calls of Tony Blair with the Queen. She is shot on 35mm and he is shot on 16mm. The director says this is because he is a commoner. You definitely feel the difference between the splendor of her palaces and his cluttered house. But this drives the point even further home. Once you know about it, it's very obvious. There also created some of the opulence by digitally added other rooms on a flat wall.