There are a few examples I can think of, unfortunately I can't recall of many black metal bands that use violin in their songs.

My Dying Bride (They play more death/melodic doom than black metal -their first album is quite heavier than the rest-, but the violin is a key part of their compositions so I really recommend them if you wish to hear some really good violin and metal mix. Check out their albums from "As the flower withers" to "Gods of the sun". But I recommend listening to The Angel and the Dark River fully, lots of interesting violin there)

Sear Me
http://www.youtube.com/watch?v=ipEDSD4ASdY
A Sea to Suffer In
http://www.youtube.com/watch?v=hu9QBWoIq9A

Arthemesia (out of their whole discography, only this song has violins if I remember right, but they have amazing songs nonetheless)

Ancestor of Magick
http://www.youtube.com/watch?v=f-0CjPx2Cj0

I've also downloaded an group from here named "Ellende" although I'm not too familiar with their songs yet so I can't give you any solid recommendation. This song is quite good though

Ellende - Meer
http://www.youtube.com/watch?v=fRCiHYJJHxI

Cheers!