A friend of mine pointed me to an interesting article concerning a projector drawing images directly into the air.
The Photos show in a more or less good quality real 3d images in hte air (if they're not faked). Currently, as it seems, they can only draw images in one color, and there are no videos available.
There is a lot more to do to set up "holograms" with more than one color and a lot more complexity, but the first step is done as it seems.