We study categories of modules for Lie algebras with triangular decompositi
on, which contain certain generalized Verma modules and are analogous to cl
assical category O. We relate blocks of these categories to module categori
es over finite-dimensional algebras, which turn out to be projectively stra
tified. Moreover, we study tilting modules. Finally we show how to relate s
ome of these situations to similar ones over certain proper subalgebras of
the given Lie algebra.