I believe some aluminum smelters can even bid into electrical markets, either directly as dispatchable load(/negative generation) or as ancillary services for grid stabilization.
At least in Germany some huge consumers (cement mills, huge refrigerated warehouses) are classified as "Lastabwurfkunden" ("load shedding customers"), where the grid operation center can remotely shut them down. Information is scarce as Google has a lot of copies of the Wikipedia article trashing the results, but at least I found an insurance company that asks if the applicant is classified as such (http://www.energyprotect.eu/wp-content/uploads/2014/07/Risik...).