Bi-directional threads are used in a wide variety of applications needing constant-speed reciprocation with minimal reversing time at each end.
I have seen it on an offset-lithographic printing press to oscillate pairs of water and ink rollers against each other for even spreading. The screws were little more than helical cams as they had only two or three turns.
A big version of the fishing-reel mechanism Ady1 describes, is used to drive the fairlead back and forth on special winches for handling items like sonar towed-arrays (a long string of hydrophones in a hose), that must be wound accurately to avoid "birds-nesting" that would damage the item. The screw pitch is the diameter of the item being wound on.
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Level-winding can also be done with a fairlead operated by a cam, and I can remember when very young, being fascinated by the action of the level-winding spool-filler on our Mam's sewing-machine. As the fairlead swings on a single pin at radius R through an angle A, I would guess the cam's heart-shape is of, or is based on, (R, sin-A).
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YouTube videos are inaccessible to me now, but I can certainly vouch for Russian ingenuity from some I saw a while back. The machinists were making sizeable conical screws with sharp ridges and wide roots, like wood-screws. In fact they were wood-screws – for splitting logs! The lathes, of uncertain vintage but clearly rugged and effective, appeared to have their power-feeds geared together to allow taper-cutting (threads an' all) by generation rather than followers. (Holtzappfel describes a fitting resembling a taper-turning attachment on the cross-slide, for generating short threads.)