Like many different literary movements, Romanticism was brought on as an outcry against the preceding movement, The Age of Reason. typically, movements arose because the new generation of writers did not agree with the point-of-view which the preceding movement epitomized. Therefore, the Romantic period was a movement brought about because of the dislike of reason.
In The Age of Reason, individuals were told how to interpret all ideas. The Age of Reason also seemed to be a type of instruction manual as to how to live life and what to do to survive the Revolutionary War. (Remember the experiment about breaking one stick and breaking a bundle of sticks? People during The Age of Reason wanted bundles- not individuals.)
Therefore, the Revolutionary War had great influence over the people of this generation (The Age of Reason). That being said, the Romantic period was derived from an outcry of the new artists who were tired of being told how to think and how to interpret life. Given that the war had caused political and societal lives to fall apart, the Romantics wished to offer a much different perspective on life; this new perspective offered individuality, the support of emotion over reason, and highlighted the importance of the imagination.
This is an interesting question, and in some ways a difficult and artificial one. I say this because the Romantic movement did not have only material causes. It had a range of causes. Some were ideological. Some were social. Leaving these out gives you only part of the answer.
However, that said, if you want to focus completely on material causes, these would have to be the scientific and industrial revolutions. The scientific revolution emphasized rationality, method, and regularity. It made the world more understandable, but also less...magical. It removed wonder from the world. The industrial revolution disrupted the social fabric of European countries and the natural landscape people had known for centuries. The industrial revolution affected essentially all the senses negatively. The larger new factories fouled streams, were far noisier than agricultural work, and so on.
Romanticism embraced emotion (rather than reason). It embraced nature and the natural (rather than the mechanical). It celebrated folk art and regional cultures, rather than the universal claims of science.