Except I use an old blanket, I do about the same as others mentioned. Some brads into the top of the door casing where the holes would only show if the landlord climbed up on a ladder to look, although my landlords are less fussy than some about such things.
For the outside window, I made a wood frame that fits tight around the window casing with tempered hardboard to block the light. I drilled two hole down at an angle into the top of the frame, and drove nails through those holes into the top casing, then cut the heads off the nails so the frame hooks on and off them easily. A strip of black duct tape doubled over at the bottom of the frame forms a flap that blocks the light at the sill. Works quite well even in bright sunlight, and is easy to put up and take down.
Anyway, my rule for all modifications is not to do anything that can not be covered with a bit of putty or spackling compound.