There's alot of different ways to create textured photos, but they all sort of follow the same idea...working with layers in Photoshop....so here's a few tutorial links for you so you can get the basic idea.

Texture-Tutorial - by archtype-stock

Texture Tutorial - by kayceeus

Texture Tutorial - by Princess-of-Shadows

And here's a few places to find free textures:

Urban Dirty

Archive Textures

Image After

Texture King

Flickr Group - Textures For Layers

Flickr Group - Objects For Layers