Some examples of movies/games which break the fourth wall ie. they know they are a movie/game. Also called meta/self-aware/self-reflexive.
Doom (2016)
I am here to kill demons, that’s all. Watch the documentary – https://www.youtube.com/watch?v=PS6SBnccxMA
http://store.steampowered.com/app/379720/
The Beginner’s Guide
http://store.steampowered.com/app/303210/
Stanley Parable
http://store.steampowered.com/app/221910/
Sonic/Sonic Colors
idle animation/talking to player
https://youtu.be/1pVaVyWGkpM?t=3m13s
The Devil Inside
This game considers itself a TV show
https://en.wikipedia.org/wiki/The_Devil_Inside_(video_game)
Further reading
http://www.giantbomb.com/breaking-the-fourth-wall/3015-138/
http://tvtropes.org/pmwiki/pmwiki.php/Main/MediumAwareness (a lot of examples)
http://www.gamasutra.com/view/feature/132475/a_circular_wall_reformulating_the_.php
And some movies…
Stranger Than Fiction (2006)
Movie about a guy who discovers he is a main character from a book.
http://www.imdb.com/title/tt0420223/
Deadpool (2016)
https://en.wikipedia.org/wiki/Deadpool_(film)
Funny Games (2007)
http://www.imdb.com/title/tt0808279/
Starship Troopers (1997)
its a war documentary, duh.
http://www.imdb.com/title/tt0120201/
The invention of Lying (2009)
http://www.imdb.com/title/tt1058017/
How I Met Your Mother
Season 6 episode 11: Characters wait for the narrator to remember what they should do (checking their watch and looking into camera). In S7E6 they talk to camera again.
A bit of “Soliloquy” in House of Cards
https://www.youtube.com/watch?v=eOLrSAbg_Lk
Other lists
http://www.imdb.com/poll/_wPML8ZzCbY/?ref_=tt_po_q4
https://en.wikipedia.org/wiki/Category:Self-reflexive_films