Projections are used in many ways within photography, but mostly to display a series of photographs which seems to somehow give a new dimension to the gallery. Nan Goldin is A photographer who displays photos in this way.
Nan Goldin, Sisters, Saints and Sibyls, 2004, installation view at Matthew Marks Gallery, New York
Another way of using light is by displaying photos in front of them, so instead of the original photo being manipulated by different light techniques when being taken/edited, this gives a whole new effect. Christian Boltanski Displays much of his work like this.
Christian Boltanski, Coming and Going, Part II, 2001, New York
Probably the most common type of lighting used within photography is flash (other than natural light) which can actually create some interesting photos. Philip-Lorca DiCorcia mounted his flash unit on some scaffolding under which people constantly walked by. He marked a barely perceptible spot on the ground and mounted a camera with a strong telephoto lens some distance away. Each time someone who interested him walked over the spot, he released the shutter, and the flash would go off, creating one of the best interesting photographic series based around flash.
Philip-Lorca DiCorcia, Heads #4