On his site Nikola Posa has a tutorial showing how to lazy load services with Zend Manager, a component of the Zend Framework. In this case, the "services" being loaded are in a dependency injection container.
Any more complex application includes a big dependency injection tree of services, some of which can have a more complicated creation logic. If the service is injected as a dependency, but not necessarily used at every execution, you may want to lazily initialize that service until it is really needed.
In those situations, you may be tempted to inject the entire Dependency Injection Container instead, and lazy-load that resource-hungry service. I find that to be an anti-pattern, and I explained my views in a blog post written some time ago.
He offers a better solution in the form of the proxy design pattern, making it possible to decouple the services from the dependency injection container. He provides examples of using this pattern along with the Zend Service Manager functionality to create the factories and the services configuration.