How to programmatically set the system volume?

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

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;

In case you wish to set it to an exact value using the Core Audio APIs:

using CoreAudioApi;

public class SystemVolumeConfigurator
{
        private readonly MMDeviceEnumerator _deviceEnumerator = new MMDeviceEnumerator();
        private readonly MMDevice _playbackDevice;

        public SystemVolumeConfigurator()
        {
            _playbackDevice = _deviceEnumerator.GetDefaultAudioEndpoint(EDataFlow.eRender, ERole.eMultimedia);
        }

        public int GetVolume()
        {
            return (int)(_playbackDevice.AudioEndpointVolume.MasterVolumeLevelScalar * 100);
        }

        public void SetVolume(int volumeLevel)
        {
            if (volumeLevel < 0 || volumeLevel > 100)
                throw new ArgumentException("Volume must be between 0 and 100!");

            _playbackDevice.AudioEndpointVolume.MasterVolumeLevelScalar = volumeLevel / 100.0f;
        }
}

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)