Then merge all layers (Ctrl-Shift-C), and adjust the brightness-contrast (images - adjustments) to make it just a bit brighter. I also added black Inner Glow to this layer effects.

Cant Sleep: Making of - Step 6

Now that we have the background, we need the objects. I have some photos of old buildings from my recent travel to Koeln (Cologne), Germany. One of them is on the right; there were 5 photos total, and how I merged them is the subject for another tutorial :-)

Cant Sleep: Making of - Step 7

...and here is the resulting image.
 
I joined several photos together, corrected perspective distortions and convertted to greyscale (Ctrl-Shift-U).

Cant Sleep: Making of - Step 8

Here is how the houses look on our background. Not quite right, but...

Cant Sleep: Making of - Step 9

...is it very easy to fix - just change this layer blending mode to Overlay!. To make it look a bit brighter, I duplicated this layer.

Cant Sleep: Making of - Step 10