Older Than Steam: In Hamlet, Polonius mentions having played the role of Julius Caesar as a youth, and being killed by Brutus; it is believed that the same actor in Shakespeare's company played both Polonius and Caesar. It's also believed that the original actor of Hamlet, Richard Burbage, also played Brutus in Julius Caesar, thus stabbing the same actor in two different plays.
In fact, most of Shakespeare's plays had some level of Actor Allusion, as he worked with a set company whose members took on the same sort of roles in most of their productions, and whose parts were often tailored to their specific style or talent.
Will Kemp, Shakespeare's resident clown, played the original Bottom in Midsummer, and later played Dogberry in Much Ado. This happens in the latter:
During a run on Broadway of A Funny Thing Happened on the Way to the Forum, Whoopi Goldberg adlibed a line when her character was presented with a choice of slaves as part of the plot. Rejecting an elderly slave for purchase, she stated. What am I going to do with that old white man? I got one at home. Goldberg was known for dating Frank Langella at the time.
In Legally Blonde The Musical, during the song "Chip on Your Shoulder", Christian Borle's character Emmett suggests that Elle sell some of her excess junk on eBay. Before appearing as Emmett, Borle was in this commercial.
The 2010 production of Dick Lee's Fried Rice Paradise stars Taufik Batisah, whose character Johan is a struggling singer. Someone suggests that he join a talent search competition, to which Johan replies "you know these singing contests, never can win!" Taufik Batisah was the winner of the first season of Singapore Idol.
Now, I could waylay some aging roué And persuade him to play in some cranny, But it's hard to believe I'm being led astray By a man who calls me Granny!
In Peter and the Starcatchers, Christian Borle's character gets hurt and shouts Oh My God for awhile.
According to Open A New Window by Ethan Mordden, Lucille Ball's starring role in the 1960 musical Wildcat had her saying to a sheriff, "D'you ever know a guy named Fred Mertz?"
In the final second stage Sera Myu musical, Sailor Lead Crow posed as the choreographer of an all-female dance team. This was a nod to the fact that Ado Endou, the actress who portrayed Crow, was also the show's choreographer.
In a London production of the pantomime Aladdin Sir Ian McKellen, playing Widow Twankey (so in drag) said "oh no, not again" when he learned that there was a magic ring involved.
In a touring roduction of "The Sunshine Boys", Dick Van Dyke walks into the living room, almost bumps into an ottoman gives it a long stare, and then does a take to the audience. Brought the house down without saying a word.