Cole: you got some great answers here...some really advanced...good to reread them several times...I have!
I'll try to pull together a few basic ideas that may not be explicitly stated so far, but which may help provide you some insights.
There are three different theories that have been described in part already and which show somewhat different aspects of light: Maxwell's classical electromagnetism, the special relativity theory of Einstein, and finally, quantum electrodynamics [QED]. The first two are wave [field] theories, which means they describe light as fields [waves] the latter, a quantum theory with photons [point particles, discrete quanta] . They are different models using some different math. QED describes small scale activity [as in the Standard Model of Particle Physics] and at large scales simplifies to classical mechanics. So when you asked about photons in a relativity forum, a basic answer is not so easy because it mixes classical with quantum theory. And that’s ok.
"So the physical reason that we say light has momentum is because it can change the momentum of matter."
from Dalespam
yes, this is observational, experimental, evidence for this, so we know it happens. Yet it doesn't mean light travels as PHOTONS between distant points. [see below]
" There is overwhelming experimental evidence for the momentum of the EM field." from Mentz
It is the Maxwell's electromagnetic wave equations [model] that describes momentum [energy] carried between points. But nobody actually detects it that way. What we actually detect are 'particle' like interactions of extremely small scale. But those particles are 'weird' ...they can display WAVE interference. [This is one aspect of photons I think of when Vanhees mentions " Photons are among the most abstract notions". ]
"A photon has momentum because it has energy." Drakkith
While true in a sense, some distinctions can be made. An object with energy does not always have momentum; think about something with only potential energy [energy of position, not movement]. Examples: A pot of boiling water or a coiled spring. These also have energy, but no overall momentum. Light is always moving and so has kinetic energy [energy of movement]. That's the energy that contributes to momentum.
Vanhees:
"So one should not argue with photons concerning phenomena which can be explained within classical electrodynamics."
Yes. Photons are the 'point particles' which we actually observer in detectors...say via an experimental apparatus, and described via QED. Between detections we model light as waves. There are no photons, no quanta, in classical electromagnetism nor relativity. Photons, 'point particles', are described in a quantum field theory, but no photons [point particles] are part of classical electrodynamics nor Einstein's theory of relativity. Quantum field theory has point particles [photons, quanta, discrete values] while relativity and classical electrodynamics have continuous wave,spread out, descriptions.
Drakkith's formulas...
Because Planck's constant, h, appears here, you know these are quantum relationships; classical and relativistic descriptions do not have any 'h'. This is a result of the quantum field theory [QED] Vanhees also mentioned. Since Planck's constant [h] is constant, momentum [p] of light varies inversely with wavelength [lambda]. The wavelength determines the color of light. Einstein showed that gravitational potential changes such wavelength, energy and momentum of light. We say light leaving a star is 'redshifted' meaning the wavelength gets longer, the color gets redder, the lights loses energy and momentum, as it moves away. It regains some of all those initial characteristics as it lights our lowly planet earth.