Capricorn One created a full tutorial on MIDI Lights. via instructables

MIDI controlled light bulb fixture using vintage style “edison” light bulbs.

The control box serves a few purposes, but mainly allows you to change modes:

CLASSIC – MIDI notes are mapped to bulbs Cn-Bn mapped to bulbs 1-12, intensity of bulbs is fully on, sustain pedal holds notes of same time, clears all bulbs when released.
VELOCITY – same as Classic, but intensity of bulb is controlled by the velocity of the note played.
SCROLLING (shown in video) – in this mode, bulbs are lit up sequentially as more notes are played, with intensity of the bulb based on velocity of the note. Releasing the sustain pedal clears the bulbs.
AUTOMATIC – Slow moving algorithm that creates a changing visual display in random patterns.

I divided the steps up into three parts :

Hardware (1-3) – Light bulbs, sockets, mounting, etc.
Electronics (4-7) – Explanation of circuitry, how to control light bulb intensity (dimming), midi communication
Software (8-10) – Details into the Arduino firmware, using timers, interrupts and PWM to control the light bulb intensity.

Full Tutorial