Some bacteria are known to communicate using bioluminescence (quorum sensing). Do we observe the same phenomena in any macroscopic species?
Almost certainly. In the deep-sea, some species of laternfishes (Myctophidae) show sexual dimorphism in their light organs. Males have large light organs. The females are much smaller. Here is a brief summary, based on an interview with Dr. John Sparks at the American Museum of Natural History.
Sparks is discussing his recent publication with colleagues (Davis et al. 2014) that suggests that bioluminescent communication may actually facilitate speciation in some deep-sea fishes.
There are probably more instances of communication using bioluminscence in deep-sea organims but, to my knowledge, the Davis et al. paper provides the best evidence so far.
Davis, M.P. et al. 2014. Species-specific bioluminescence facilitates speciation in the deep sea. Marine Biology 161: 1139-1148. (open access)
On land, Stoltz et al. 2003 has demonstrated that positive selection has acted on bioluminescent color in Jamaican click beetles. The male beetles use the flashing to attract females for mating. Some males emit yellow light while males in a separated area have orange light.
Stoltz, U. et al. 2003. Darwinian natural selection for orange bioluminescent color in a Jamaican click beetle. Proceedings of the National Academy of Sciences USA 100: 14955-14959.
Some species of fireflies (Lampyridae, Coleoptera) synchronize their light patterns during the mating procedure. link