Oscillating materials 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. Azobenzene molecules are often incorporated into liquid-crystal polymer films to make them photoresponsive; 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, 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.