I love film noir. From the black and white cinematography, the anti-heros, to the fatalism it's one of my favorite genres. Although mysteries are quite common in rpg's, the particular style of the noir is not, and so I'd like to offer this simple guide to help you turn your average game of Dungeons and Dragons (or any old world fantasy) into a noir thriller.
Be an anti-hero. Pick fights for no damn good reason. Be cynical. Get drunk and hurt the ones you love.
Monologue. Talk to the group before the game begins and make sure that everyone understands this is okay - and advisable. But talk about the world, the case (quest) you're on, or the doomed fate you're inevitably marching towards in your bleak and uncaring way.
Double cross (this goes double, err... triple for all you femme fatals). Shake the guy who gives you a quest down, or just outright kill him. Make a deal with the antagonist and join his organization instead of fighting him. It's a dog eat dog world. You gotta look out for number one.
Betray the group. Normally this isn't recommended, but if you're doing a one shot, and doing it noir, then nothing could be better than betraying the group - having them all suffer or be killed due to your evil. Or better yet, if everyone betrays everyone you can end the story with your revelations of betrayal and a kickass pvp standoff.
For game masters:
Thieves Guild. Have the thieves guild (mafia) be central to the group or cities you're characters are in. The underworld is played up in nearly every noir, and in addition owns everything. If the player characters go to a tavern or casino, make sure to highlight it's owned by the local thieves guild.
Double cross. Yeah, this is advice for players already. But everyone double crosses everyone in noirs. The NPCs need to get in on this too.
Women can't be trusted. It's sexist, but a trope of the genre. Sometimes women are the saviors of the male anti-hero, sometimes the downfall. Have women be chaotically unreliable.
Kill the Informant. Arrange for an informant to meet the group, or one of them, late at night in the dark, lonely back streets. When the player/s find the informant, they are already dead in the street, or are killed by a silhouetted figure (which leads to a chase) before the vital clue is shared.
Fate comes knocking. Don't be afraid to let the player characters get killed off in the end. Especially if they're playing good-ish guys. The world doesn't give a damn who gets offed, and neither should you. Reconsider this if the players have played horribly selfish bastards the entire game. Selfish bastards only sometimes get their comeuppance in noirs.
Movies and Books for inspiration: