One of the trickiest parts of Masks is to know enough about Masks and the local surrounds / times in order to run it convincingly enough to provide a fully immersive experience. Okay, so you don't necessarily have to go to those lengths but if I'm going to run THE Masks of Nyarlathotep, I will use it as an excuse to go all out in doing so.
The trouble then is to find the information you need (LOTS of Google coupled with research already completed for Horrors on the Home Front) and then writing down that information so that you can find it elsewhere. Sometimes you'll even find little props that you don't know what to do with just yet but may figure out a use for them in future.
My current storage includes a deep drawer in a tallboy. Inside this tallboy is a ring folder containing plastic sleeves for the paper props. Each plastic sleeve contains a grouping, or scene, worth of props. Each sleeve also has a mailing address label on it that has the scene information on it. A few of these sleeves also include clue maps nabbed from Yog-Sothoth.com
The tallboy drawer also contains a shoebox which contains all of the NPC and artefact cards as well as my scene paper (strips of card containing vital information on the scenes) and dialogue cards (these aren't speeches, they just contain scraps of slang that may come in useful).
The drawer also includes a big, black notebook where the players' props are pasted once he receives them alongside a small pocket journal with an elaborate and fancy cover that functions as his notepad. His character sheet can be found held between the covers of this notebook. The voice recorder also sits in this drawer alongside various other random props from World War II that I purchased on ebay and will use later on in the campaign or simply put about to provide a better sensory map for a more immersive experience.
Naturally I also have the Masks of Nyarlathotep campaign book though I am also keen on having a printed copy of the companion once it has been finalised.