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An affine connection on a smooth manifold is called flat if its curvature tensor vanishes. A torsion-free and Ricci-symmetric affine connection is called projectively flat if it is locally projectively equivalent to a flat affine connection. In the theory of compact manifolds with a geometric structure, flat manifolds and their fundamental groups have been studied by Milnor, Auslander and others. In this context the question arises to determine the Lie groups admitting a left-invariant flat torsion-free affine connection. A real simple Lie group does not admit such a connection, whereas the existence question for solvable Lie groups is open in general. The situation is different for invariant projectively flat connections.    The first result of this paper is a classification of all irreducible Riemannian symmetric spaces admitting an invariant projectively flat connection. The second result is a partial classification of real simple Lie groups admitting a left-invariant projectively flat connection. Let \\(G\\) be a real simple Lie group with Lie algebra \\(\\text{lie} g\\). If \\(G\\) admits an invariant projectively flat connection then the Lie algebra \\(\\text{lie} g\\oplus \\mathbb R\\) admits a certain linear representation of dimension \\(\\dim G +1\\). This necessary condition can be easily checked by using a dimension argument. The condition is not sufficient in general. The author obtains a list of groups for which such a representation exists. For the first part of the list, that is, for the groups \\(SL_n(\\mathbb R)\\) and \\(SU^*(2n)\\), he shows that there exists a left-invariant projectively flat connection. For the second part (\\(SU(r,s)\\) and \\(O(r,s)\\) for certain \\(r,s\\)), the question remains 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