[r_fredrick_smith]

If you shoot RAW, then you can pull the background to black with the shadows slider of the RAW converter (when setting the black point). You can tweak it with the curves tool in RAW, which gives even more control that later in PS.

But yes, a GOBO (or sometimes called a "Go Between") is quite useful. They come under lots of different names (a GOBO in the movies is quite different than what I'm calling a GOBO).

Cheers,
rfs