Complete and σ-complete Boolean algebras of projections acting in a Banach space were introduced by W. Bade in the 1950's. A basic fact is that every complete Boolean algebra of projections is necessarily a closed set for the strong operator topology. Here we address the analogous question for σ-complete Boolean algebras: are they always a sequentially closed set for the strong operator topology? For the atomic case the answer is shown to be affirmative. For the general case, we develop criteria which characterize when a σ-complete Boolean algebra of projections is sequentially closed. These criteria are used to show that both possibilities occur: there exist examples which are sequentially closed and others which are not (even in Hilbert space).