Those backgrounds are most commonly a type of screen tone. You can find free ones online or purchase them from art supply stores if you're going traditional. They are usually used to emphasize intense or enveloping emotion like euphoria, daze, anger, jealousy, love, peace, fear, etc... They are mood setting tools that serve to bring your character and reader out of the real world setting of your story and into their personal realm. Whenever the background buildings, trees, walls, etc... are not as important as the emotional response one of these tones can be used.
Be careful though. Many beginner artists use these to get out of drawing complex backgrounds and sometimes it's pretty obvious.