"Improvement" is a subjective thing. The question should probably be altered to, " did they create a
difference in sound quality." Why should we assume that something that alters sound quality has "improved" it? Unless comparing to the original master recording played back in the original mix studio on the original mix monitors, it is almost impossible to determine what offers an objective "improvement" in quality. Perhaps someone here can posit a better reference than the one I just laid out, but without some objective reference to what the recording "should" sound like, it seems than all we can really talk about is preferences.
For that reason, I think this discussion should really be about whether or not esoteric cables create an audible difference. My answer is a rather emphatic "NO," unless the cable in question has been engineered in such a way to create a very specific
alteration to the frequency response of the signal passing through the cable. An example of this is a cable that has something in its design that deliberately rolls off high frequency content, essentially a kind of built in EQ. So to qualify things further, I think we should narrow the discussion to those cables that attempt to pass along the signal in its purest possible form, unaltered in any way. Most speaker cables are designed to do this, even cheap lamp cord.
So why is my answer an emphatic "NO"? For two reasons. The first, and the most open to challenge, is because I not only understand the science of how sound is recorded and reproduced, I also understand the science around how we as human beings process the things we hear. That last is probably the most salient to this discussion, as all human beings are tremendously affected by confirmation bias and expectation bias (look those up if you are not familiar). These two factors explain almost perfectly the results of listening tests, both sighted and blind, when it comes to testing claims such as "cable A sounds better than cable B." Double blind tests of these types of products invariably have the same results - no one is able to reliably hear differences between cheap "included in the box" cables and those that cost thousands of dollars (unless, of course, the cable has an obvious - and measurable - affect on things such as frequency response). This makes sense, as confirmation and expectation bias are no longer factors in the test. However, non-blinded tests - where people are aware of exactly what they are listening to - often do produce results where subjects claim to hear obvious and dramatic differences in sound (usually, but not always). It is not really a surprise when one understands exactly how both of these biases work toward influencing our perceptions. If we
expect to hear a difference, we usually do. If we have already made up our minds that one "should" sound better than the other, it is not surprising that the results
confirm our suppositions. The only way around these two very human - and very real - factors is the double blind test.
This brings me directly to my second reason. I have conducted many blind and non-blinded tests, and I keep getting more and more evidence to support the above conclusion. I have had this particular scenario play out many many times: a person (or group of persons) swear up and down that they heard many obvious and dramatic differences between product A and product B,
when all along they were only listening to product A and nothing was ever switched. Nothing was changed at all, yet people still claimed to have heard dramatic differences. What could possibly explain this except for expectation and confirmation bias? Whenever double blind tests are conducted, however, with volume levels carefully matched, the preference results invariably come down to the same that would result from random chance. In other words, guessing.
The positive here is that we don't need to worry about buying expensive cables to get the best sound. That money would be much better spent on better speakers or on acoustic treatments, which can be definitively demonstrated to affect the quality of reproduced sound

FYI, despite my Panamorph / Folded Space credentials here on the Forum, my day job is actually that of film composer and sound designer / surround mixer for motion pictures (
www.jsmusicandsound.com), so hopefully these "other" credentials help add some legitimacy to my comments
