Studying discrete subgroups of linear groups using a preserved geometric structure has a long tradition, for instance, using real hyperbolic geometry to study discrete subgroups of SO(n,1). Convex projective structures, a generalization of real hyperbolic structures, has recently received much attention in the context of studying discrete subgroups of PGL(n). In this talk, I will discuss convex projective structures and discuss results (joint with A. Zimmer) on relatively hyperbolic groups that preserve convex projective structures. In particular, I will discuss a complete characterization of relative hyperbolicity in terms of the geometry of the projective structure.