Make a event that triggers the background to black and so on by 'Activation' or 'Death' by a specific point you want.

You see on this image here that there is a new event created and you want to change the background. For example, I want to make that a Desert Background appear for a certain area.
While a background is chosen and also the New Event, press the "Use Current" button under Background category on the event window.
After that, try to make sure that the event will be triggered by a certain point during the level like a specific coin/invisible axe that you can't avoid with "Death" or better, enemy disappearing with 'No Smoke' enabled with "Activate".
Hope this helped.