Gobo filter -> spot light. Image -> slide_map.
The gobo filter can only be used with spot lights. In theatrical stage lighting, a gobo (or "cookie," slang for Cucoloris) is a thin sheet of metal with holes used to break up the light beam into an irregular, more natural pattern such as tree leaves, etc. In the computer graphics world, gobos are sometimes referred to as "slide projectors" (or sometimes "projector lights," but note that in Arnold the gobo is not a light source itself, but a filter applied to a spot light source). Any texture map or procedural shader can be projected through the light.
You can create a gobo filter from the menu Arnold > Light Filter > Gobo in the Material Manager window. Drag the gobo filter onto Light filters in the light attributes.
An example scene file can be downloaded here.
A C4D (R18) scene file that contains a working example of a spot light with a gobo filter (and slide map texture) can be found here.
The blending equation by which the gobo's slide map is combined with the lights output. 'Blend' creates a default gobo effect. 'Replace' multiplies the slide map over the spot light. 'Add' multiplies the spot light over the gobo. 'Sub' inverts the RGB values of the slide map. 'Mix' averages the results equally between the spotlight and the slide map.
The texture map used to create the gobo effect.
Image texture connected to Slide map of Gobo (volume scattering enabled)
Controls the density of the gobo. Higher values will make the gobo more opaque, thereby letting less light through.
UV coordinate values used to offset the direction of the slide map.
Scales the texture used for the slide map in the S direction.
Scales the texture used for the slide map in the T direction.
Controls how the 2d texture map is repeated on a surface in the S direction.
Controls how the 2d texture map is repeated on a surface in the T direction.