Oscillating materials(1-4) that adapt their shapes in response to external stimuli are of interest for emerging applications in medicine and robotics. For example, liquid-crystal networks can be programmed to undergo stimulus-induced deformations in various geometries, including in response to light(5,6). Azobenzene molecules are often incorporated into liquid-crystal polymer films to make them photoresponsive(7-11); however, in most cases only the bending responses of these films have been studied, and relaxation after photo-isomerization is rather slow. Modifying the core or adding substituents to the azobenzene moiety can lead to marked changes in photophysical and photochemical properties(12-15), providing an opportunity to circumvent the use of a complex set-up that involves multiple light sources, lenses or mirrors. Here, by incorporating azobenzene derivatives with fast cis-to-trans thermal relaxation into liquid-crystal networks, we generate photoactive polymer films that exhibit continuous, directional, macroscopic mechanical waves under constant light illumination, with a feedback loop that is driven by self-shadowing. We explain the mechanism of wave generation using a theoretical model and numerical simulations, which show good qualitative agreement with our experiments. We also demonstrate the potential application of our photoactive films in light-driven locomotion and self-cleaning surfaces, and anticipate further applications in fields such as photomechanical energy harvesting and miniaturized transport.