How to programmatically set the system volume?

I'm a bit late to the party but if you are looking now there's a nuget package available (AudioSwitcher.AudioApi.CoreAudio) that simplifies audio interactions. Install it then it’s as simple as:

CoreAudioDevice defaultPlaybackDevice = new CoreAudioController().DefaultPlaybackDevice;
Debug.WriteLine("Current Volume:" + defaultPlaybackDevice.Volume);
defaultPlaybackDevice.Volume = 80;

Here is the code:

using System;
using System.Windows.Forms;
using System.Runtime.InteropServices;

namespace Test
{
    public class Test
    {
        private const int APPCOMMAND_VOLUME_MUTE = 0x80000;
        private const int APPCOMMAND_VOLUME_UP = 0xA0000;
        private const int APPCOMMAND_VOLUME_DOWN = 0x90000;
        private const int WM_APPCOMMAND = 0x319;

        [DllImport("user32.dll")]
        public static extern IntPtr SendMessageW(IntPtr hWnd, int Msg,
            IntPtr wParam, IntPtr lParam);

        private void Mute()
        {
            SendMessageW(this.Handle, WM_APPCOMMAND, this.Handle,
                (IntPtr)APPCOMMAND_VOLUME_MUTE);
        }

        private void VolDown()
        {
            SendMessageW(this.Handle, WM_APPCOMMAND, this.Handle,
                (IntPtr)APPCOMMAND_VOLUME_DOWN);
        }

        private void VolUp()
        {
            SendMessageW(this.Handle, WM_APPCOMMAND, this.Handle,
                (IntPtr)APPCOMMAND_VOLUME_UP);
        }
    }
}

Found on dotnetcurry

When using WPF you need to use new WindowInteropHelper(this).Handle instead of this.Handle (thanks Alex Beals)

If the tutorials provided in the other answers are too involved you could try an implementation like this using the keybd_event function

[DllImport("user32.dll")]
static extern void keybd_event(byte bVk, byte bScan, uint dwFlags, int dwExtraInfo);

Usage:

keybd_event((byte)Keys.VolumeUp, 0, 0, 0); // increase volume
keybd_event((byte)Keys.VolumeDown, 0, 0, 0); // decrease volume