Yes! Do not get rid of them because if your projector develops a problem down the road you will need it in order to ship it to SONY repair.
Our first projector was a SONY VPL-VW50. It was the first generation of a new model and body style. The projector developed all sorts of problems and we had to ship it back for repair THREE TIMES!
After SONY unsuccessfully tried to fix it over a combined period of EIGHTEEN MONTHS and a threat of legal action they replaced it for a "small fee" with a new VPL-VW60 which SONY had made all of the corrections learned from the VW50 fiasco. While our VW60 has performed flawlessly over a period of six years of constant use, we still have the box along with all of the packing material just in case.
Another reason we have hung onto ALL of our electronics and speaker boxes is in case we have to move. It makes that process so much easier and you are less likely to have your equipment damaged if it is in it's original box. I hope this helps.