In measure theory, projection maps often appear when working with product (Cartesian) spaces: The product sigma-algebra of measurable spaces is defined to be the finest such that the projection mappings will be measurable. Sometimes for some reasons product spaces are equipped with 𝜎-algebra different than the product 𝜎-algebra. In these cases the projections need not be measurable at all.
The projected set of a measurable set is called analytic set and need not be a measurable set. However, in some cases, either relatively to the product 𝜎-algebra or relatively to some other 𝜎-algebra, projected set of measurable set is indeed measurable.
Henri Lebesgue himself, one of the founders of measure theory, was mistaken about that fact. In a paper from 1905 he wrote that the projection of Borel set in the plane onto the real line is again a Borel set. The mathematician Mikhail Yakovlevich Suslin found that error about ten years later, and his following research has led to descriptive set theory. The fundamental mistake of Lebesgue was to think that projection commutes with decreasing intersection, while there are simple counterexamples to that.