There is a niche practice of projecting films on buildings or rooftops in NY which partly inspired the opening scene of John Wick 2. JW2's director Chad Stahelski described the inspiration (and his choice of Buster Keaton) in this interview to Slash Film, saying:
We’re big fans of silent movies, or silent storytelling, or visual storytelling as opposed to just exposition. So I had to reveal what we’ve already determined is kind of a mythological figure. Once again, let’s just stick to what we know, we’ll just do it with... When I say action I just don’t mean stunts, I mean let’s just tell a story [visually]. It’s a wacky city [...] and as a little nod to our established audience, we want everybody to know that we’re making fun of ourselves. We’re gonna start with Buster Keaton.
We went to New York, and we saw all these kids from the NYC film school, and it was awesome, they’re just walking around with [t]his little projector on a little red wagon. It was really funny. With a little generator, they’re projecting all these silent movie images up on buildings and taking pictures, and that was part of their art project. Like, that’s f#@&ing genius. Yeah, I just talked to the kid, “I’m gonna steal your s#!@, man.” So I was like, I’m gonna get the right to a Buster Keaton film, and I’m gonna project it on a wall, to let everybody know out there we’re making a fun action movie.
But it's not just film students. This 2009 New York Times article describes the practice through a couple in NY projecting rooftop movies for their friends (like Jessica Jones) and mentions a Brooklyn organization that does this regularly:
What they found was nothing short of their own personal movie theater. The rooftop of their fourth-floor walk-up, besides affording majestic views of Manhattan, includes a white wall — a perfect surface for showing a movie. [...] Screening movies up on the roof is nothing new, of course. Rooftop Films, based in Brooklyn, has been doing it on summer weekends for years.
Rooftop Films has been around since 1997, projecting independent shorts and well-known features against NY backdrops for large audiences. (They usually place screens on the intended buildings, though.)