The set designer and I worked closely on this design. She was looking for a subtle design that avoided having a single spot on the set that the projections always were. In the end there were four instances where projections were used to dramatically reinforce the ghost story.
Marley's Face
As Scrooge came up the center aisle of the audience and paused at the "doorway", this was projected on the set on either side of him, using two different projectors, while it was narrated.
It was created by filming the actor in costume with some lighting, with desaturation and a blue tint added in After Effects to make it appear more ghostly.
Ghostly Phantoms
After Marley visits Scrooge, there is a moment where Scrooge can see tormented spirits everywhere who regret how they lived their life. This was projected (through fog!) across the entire stage using a wide-angle projector. A fuzzy black border was used to keep the edges of the projection from being too sharp.
This was created using various found images of ghostly figures, blurred and animated in After Effects. It is loopable and can repeat infinitely.
Ignorance and Want
(Above: source imagery, Below: final imagery)
The appearance of the Ignorance and Want, the grotesquely emaciated children of the Ghost of Christmas Present, was one of the most-discussed instances in the production process, and one of the hardest instances of projection to pin down. Creepy abstract implied children under Present's robe. Go.
Eventually this is what we settled on, created from portraits of creepy Victorian children combined with some free stock footage of fire and embers and heavily affected in After Effects. The middle few seconds of the videos are loopable, and a version without the faces was started simultaneously, which made possible a cue in which a crossfade revealed the faces, and also a cue to trigger the end of the videos after dialogue. They were projected on either side of Christmas Present using the wide angle projector.
Scrooge's Gravestone
(Left: source photo, Right: final image)
The final instance of projection was Scrooge's gravestone, which made full use of the second projector. A version without the name visible appears first, and then his name slowly appears in a crossfade.
The image was modified extensively in Photoshop, and a fuzzy border was used to prevent the image from ending sharply. It was also projected onto a painted circle gradient which added to the effect.