The Shulhan Aruch (Orah Haim 40:2) writes that a couple may not engage in marital relations in a room where Tefillin are present, unless the Tefillin are placed in a "Kis Be’toch Kis" – a double covering. One of the two coverings, the Shulhan Aruch adds, must not be the Tefillin’s especially designated covering. Therefore, even though the Tefillin are covered by boxes, and then placed in a bag, this does not suffice for "Kis Be’toch Kis," since both the boxes and the bag are especially designated for the Tefillin.
Most people keep their Tefillin bag inside another bag which also contains their Tallit, as well as a Siddur. Some Poskim maintain that this covering, too, does not qualify as the Tefillin’s second covering, since it is designated as a bag for the Tefillin. However, the Hid"a (Rav Haim Yosef David Azulai, 1724-1806), in his Birkeh Yosef (40:1; listen to audio recording for precise citation), cites the Mahari Semah (Rav Yaakob Semah, 17th century) as ruling (in the name of the Rashba) that since the second bag is used also for other articles, and is not designated exclusively for the Tefillin, it suffices as the second covering over the Tefillin. Hacham David Yosef, in his Halacha Berura, accepts this lenient position. Therefore, marital relations are allowed in a room with Tefillin, if the Tefillin bag is kept inside a different bag together with the Tallit.
Marital relations are also forbidden in a room with Torah books. However, Hacham David writes (listen to audio recording for precise citation) that this prohibition applies only to books written by hand on parchment, not to the printed books which we use today. Since the Name of G-d is not handwritten in these books with special intention, these books do not have halachic sanctity. As such, marital relations are not forbidden in a room containing printed books of Torah literature. And even if this prohibition would, in principle, apply to printed books, Hacham David notes that when it comes to books, a single covering suffices, and since our books today are bound by a cover, they are all considered covered. As such, this prohibition does not apply to our printed Sefarim (Torah books). Nevertheless, Hacham David writes that it is preferable to cover Sefarim as a measure of stringency.
Theoretically, this prohibition applies also to a room with a Mezuza on the doorframe, though in practice, as Hacham David notes, this is rarely a problem. For one thing, if the Mezuza is situated outside the door when the door is closed, then clearly there is no prohibition, because the Mezuza is not inside the room. Moreover, since the Mezuza is situated above ten Tefahim (handbreadths) from the ground, it is regarded as being situated in a separate domain. And, our Mezuzot are placed inside a case, and are not exposed. The only potential problem involves the Name of "Sha-ddai" which is customarily placed on the exterior of the Mezuza case. If this Name appears on the exterior of the case, then it should be covered with a piece of tape before the couple engages in marital relations.
Summary: A couple may not engage in marital relations in a room where Tefillin are present, but if the Tefillin bag is inside a different bag which is not used exclusively for the Tefillin – such as if it is used also for one’s Tallit – then this is allowed. Marital relations are allowed if printed Torah books are present, though it is preferable to cover them. If the Mezuza on the doorframe is inside the room when the door is closed, and the Name of "Sha-ddai" appears on the exterior of the Mezuza case, then it should be covered, such as with a piece of tape, before the couple engages in relations.
