We study the prospects for using interferometers in gravitational-wave detectors as tools to search for photon-sector violations of Lorentz symmetry. Existing interferometers are shown to be exquisitely sensitive to tiny changes in the effective refractive index of light occurring at frequencies around and below the microhertz range, including at the harmonics of the frequencies of the Earths sidereal rotation and annual revolution relevant for tests of Lorentz symmetry. We use preliminary data obtained by the Laser Interferometer Gravitational-Wave Observatory (LIGO) in 2006-2007 to place constraints on coefficients for Lorentz violation in the photon sector exceeding current limits by about four orders of magnitude.