My most fun bit of promotional material recently has been the Press Kit for The 1999 H. P. Lovecraft Film Festival, held here in Portland.
The festival had never used a press kit before and this packet, including photographs, interviews, and a ready-to-run story lent a real bonus respectability. I'm sure that without it, we would have had fewer advertisers, that's for sure.
I've also created scads of promotional material for our own movie project, The Dream-Quest of Unknown Kadath, including postcards, posters, t-shirts, flyers, and a full-blown promotional press kit.
