I think they may have done something as publicity years ago. I think it has been mentioned on here in the past - give the search function a whirl, it may turn something up.
from what i've heard over the years, is that its not projected, but its built into the architecture, however the illusion relies on the windows being lit in a certain way, and due to various reasons (ie. maintainence not replacing a bulb), it doesn't always "work"
I believe it was used for the release of the Lion King...and it was a projection. As many of you know, parts of The Lion King were animated at MGM Studios in the now retired animation studio. Just like when Lilo and Stitch came out, Stitch appeared throught the studios, as they are proud of thier work. The same thing happened with Lion King.