I'm after impressive city-wide-ish shows, not simple laser shows on the side of only one building. I'd slightly prefer fall stuff, but whenever.
You may enjoy Rhein in Flammen (Rhine in Flames), a festival taking place annually from May to September along beautiful sections of the Rhine, with fireworks and ships with a lot of lights.
It strolls along the Rhine river valley, passing by wineyards, castles, cities, forests, lakes...
On the National Holiday in Liechtenstein on August 15, there is always a huge firework for 40 to 50 minutes. The firework is launched from the Prince's castle, but it is visible in half of the country. If you're in the center of Vaduz it is really great, since the lights are following directly down on you. And you won't be alone, since there are around 20'000 to 30'000 people coming to see it. (The country has only 35'000 inhabitants.)
To make the event even better, there are a lot of different bars, food corners, and other shows during the whole night.
And to make the day really great, you should be aware that in the morning there is free wine and beer for everyone next to the Prince's castle.
I added some picture of the firework so that you get an impression:
The Tsarevets (Царевец) hill in Veliko Tarnovo, Bulgaria, is a mediaeval stronghold from XII-XIV century. It has been the seat of the Bulgarian kingdom during that period and a large portion of the castle wall and some buildings have been found. It offers a great view to the city and the surroundings, and to your question, there is a "Light and Sound" audiovisual display which depicts scenes and events from Bulgarian history from this time period. It's on display during the summer months
It is a remarkable experience, even if I do say so myself as a Bulgarian.
Formerly, much time would be spent by the Casal faller preparing the ninots (Valencian for puppets or dolls). During the week leading up to March 19, each group takes its ninot out for a grand parade, and then mounts it, each on its own elaborate firecracker-filled cardboard and paper-mâché artistic monument in a street of the given neighbourhood. This whole assembly is a falla.
On the final night of Falles, around midnight on March 19, these falles are burnt as huge bonfires. This is known as the cremà (the burning), and this is of course the climax of the whole event, and the reason why the constructions are called falles ("torches"). Traditionally, the falla in the Plaça de l'Ajuntament is burned last.
There is a similar looking festival of lights in Berlin from 10 to 21 October, not sure if how it compares to Lyon's Fête des lumières, but probably fairly similar.