Props are a good thing in any RPG, but they really shine in horror games (especially victim horror, like Call of Cthulhu). Why? Because in a horror game, the PCs tend to be extra cautious about their environment.
Saying that the party finds a mysterious carving is one thing, but actually pulling out a weird little statue and setting it on the table takes it to a whole new level. Now it’s not just the PCs who will be wary — your players will be, too.
To add a bit of icing to the cake, when you break out the prop, ask “Is anyone touching it?“