  We investigate inclusive prompt photon and semi-inclusive prompt
photon-hadron production in high energy proton-nucleus collisions using the
Color Glass Condensate (CGC) formalism which incorporates non-linear dynamics
of gluon saturation at small x via Balitsky-Kovchegov equation with running
coupling. For inclusive prompt photon production, we rewrite the cross-section
in terms of direct and fragmentation contributions and show that the direct
photon (and isolated prompt photon) production is more sensitive to gluon
saturation effects. We then analyze azimuthal correlations in photon-hadron
production in high energy proton-nucleus collisions and obtain a strong
suppression of the away-side peak in photon-hadron correlations at forward
rapidities, similar to the observed mono-jet production in deuteron-gold
collisions at forward rapidity at RHIC. We make predictions for the nuclear
modification factor R_{p(d)A} and photon-hadron azimuthal correlations in
proton(deuteron)-nucleus collisions at RHIC and the LHC at various rapidities.
