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Based on the classification of the restricted holonomy groups of such manifolds, they prove several structure results about the full holonomy. The authors establish a construction method for manifolds with disconnected holonomy starting from a Riemannian manifold and a properly discontinuous group of isometries. This leads to a variety of examples, most of them being quotients of pp-waves with disconnected holonomy, including a non-flat Lorentzian manifold with infinitely generated holonomy group. They also classify the full holonomy groups of solvable Lorentzian symmetric spaces and of Lorentzian manifolds with a parallel null spinor. Examples of globally hyperbolic manifolds with complete spacelike Cauchy hypersurfaces, disconnected full holonomy and a parallel spinor are constructed.    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