In the presence of a magnetic field, photons can mix with any particle having a two-photon vertex. In theories with large compact extra dimensions, there exists a hierachy of massive Kaluza-Klein gravitons that couple to any photon entering a magnetic field. We study this mixing and show that, in comparison with the four-dimensional situation where the photon couples only to the massless graviton, the oscillation effect may be enhanced due to the existence of a large number of Kaluza-Klein modes. We give the conditions for such an enhancement and then investigate the cosmological and astrophysical consequences of this phenomenon; we also discuss some laboratory experiments. Axions also couple to photons in the same way; we discuss the effect of the existence of bulk axions in universes with large extra dimensions. The results can also be applied to neutrino physics with extra dimensions.