I occasionally cup one ear whilst playing the harmonica in a noisy setting. It's more practical with longer tremolo harps. You hold one end in the hand as usual whilst the other end is supported on the wrist of the cupping hand. The sound seems to be transmitted up the arm to the ear so that you can hear what you're playing. It's only useful in extreme cases, and then you have to question the point of playing the harmonica in such settings at all. If my wife sees me doing this she calls me a prat or similar. She fails to realise that I never do anything merely for effect. ;-)