Feather boas and fashion accessories are standard burlesque show props, so decorating with feathers fits the burlesque theme. Hang boas on walls or wrap them around lamps and fixtures to soften the look of a room and to add color without painting. Use a single large feather to decorate an end table or desks. Color-coordinate the feathers with your walls and floors so the feathers stand out in contrast.
Clothing plays a large role in burlesque shows: Think corsets, lingerie and vintage outfits. These garments don't have to just be worn; they also make for effective decoration. Hang burlesque clothing that speaks to you from your walls or strew it about the room as if a burlesque show has just transpired in the space. Sequined clothing has the added benefit of reflecting light, helping draw attention and add to the overall mood. Likewise, posters of famous burlesque shows and performers such as Gypsy Rose Lee and Dita Von Teese complement your theme.
Burlesque is known for both its sense of humor and its sensual mood, so darker lighting and colors accentuate that concept. Blacks, reds, dark purples and blues are effective in burlesque decorating. Switch the bulbs in your lamps to colored ones to create a colorful burlesque aesthetic. Likewise, paint your walls darker colors and match the carpet to it if you have carpeting. This creates a more intimate environment that is conducive to a burlesque environment.
Music plays a large role in burlesque and this should be featured in your decorating. Stay true to the vintage feel of burlesque by having a record player; play piano or big band music to fit your theme. There are albums specifically tailored to burlesque music; classic crooners like Sinatra play well in such environments if you like their music. Light candles to additionally enhance the seductive nature of the environment, and include a bar if you plan on doing a lot of socializing.