What are links between Shakespeare's Macbeth and the events at the time Shakespeare was writing the play?

Shakespeare wrote Macbeth during the reign of James I of England after the failed assassination attempt of the king with the 1605 Gunpowder Plot.  In Act II, scene 3, the porter at the gate of Macbeth's castle at Inverness drunkenly delivers a soliloquy that serves the practical purpose of allowing time for the actor playing Macbeth to wash off Duncan's blood while the porter delivers a farcical invocation of the perpetrators of the failed assassination, a group of English provincial Catholics.  The audience would have immediately recognized his allusions and been amused by them, breaking the dramatic tension created with the events and emotions surrounding Duncan's murder.

James I assumed the throne of England in 1603 after having been the king of Scotland since 1567, roughly a year after his birth.  Shakespeare chose the history of Scotland's kings to underpin the play, though he did depart from the facts to suit his dramatic purposes, to please his patron, the king.  James I believed his family to be descended from the historical Banquo; this is likely the reason that Fleance survives when he and his father are attacked and Banquo is fatally wounded.  

James I was interested in the supernatural and considered himself a witchcraft expert, hence the inclusion of the Weird Sisters.  Moreover, during his reign he worked on the clarification of his theory of the divine right of kings to rule--the integral plot point that drives Macbeth.