A Series of Unfortunate Events: Handler started off trying to write the sort of gothic, bloodthirsty children's stories he wanted to read when he was a child, and most of the books take off one genre or another, occasionally straying into Deconstruction territory)
Handler (At a Book Reading at Washington College): "Is it so wrong that I wanted to read books where terrible things happened to small children over and over?"
And the animated Inspector Gadget is a parody of a parody of a parody...
Bored of the Rings is, naturally, an affectionate parody of The Lord of the Rings. The affection is frequently difficult to spot, but the brilliant extended spoof of Tolkien's foreword and prologue is testament to how the book is genuinely funny only when it takes the original wording nearly word-for-word.
Very early Discworld novels were an affectionate parody of fantasy cliches (and some specific settings). Elements of this still occur in the books, but are no longer the focus.
Now they just parody everything.
Northanger Abbey, Jane Austen's first novel, was an affectionate parody of gothic romances.
Likewise Bret Harte's Selina Sedilia
Lisa Papademetriou's The Wizard, the Witch, and Two Girls from Jersey is an affectionate parody of children's/YA fantasy tropes. Two girls from the real world end up in Galma, a land that bears more than a passing similarity to Narnia, Middle Earth, Oz, and other beloved fictional settings. Even as fun is poked at each element, they are also taken seriously on their own terms.
The Enchanted Forest Chronicles are affectionate parodies of fairy tales in general. Including but not limited to "Sleeping Beauty" (Cimorene's "Great Aunt Rose, who was asleep for a hundred years") and "Rumpelstiltskin" (a dwarf who ends up raising over a dozen children because he always asked the girls to guess his name, but they never could, even after he changed it, so he had to take their babies).
Sandy Mitchell's Ciaphas Cain novels are a weird case. While their main purpose is to point out and spoof the more ridiculous aspects of the Warhammer 40,000 universe, they actually take place in it, and are apparently considered canon. So, it's a strange blend of this trope and Take That, Us.
Snow Crash takes just everything assosiated with Cyber Punk and makes it so insanely absurd that it can't be taken seriously. Only it can. The novel with the protagonist whose name is Protagonist, pizza delivery mafia and freaking gatling railgun nonetheless is one of the exemplary cyberpunk books ever written.
Doon was put out by National Lampoon (who also put out Bored of the Rings). It's a clever parody of Dune, covering everything from the complex ecosystem of Dune to Herbert's writing style (i.e., "it is a France-like thing"; "Girl-Children Just Want to Have Pleasure-Fun").
Snooze: The Best of Our Magazine (1986) is supposed to be a collection of writing from The New Yorker. (It even includes parodies of the kind of cartoon found in the magazine, and also things like filler paragraphs and drawings.) It qualifies as an Affectionate Parody because only people who read the New Yorker would relate to Snooze, and at least two New Yorker writers contributed to it.
Casabianca: innumerable parodies, especially Casabazonka by Spike Milligan, are collectively vastly better known than the original.
The novel Other People's Heroes is this of superhero comics. Set in a world where superhero fights are staged like professional wrestling matches, the story explains away many of the goofier conventions of the genre as products of this system — superhero team-ups happen when the main hero's back-up has to help him with a performance, characters "die" when the person playing that role decides to retire, and frequent superhero resurrections happen because a retired actor has blown through his savings in a few months and needs to come out of retirement. And of course, it's all driven by marketing.
Bunnicula crosses into this territory most of the time, arguably providing some sorts of horror at times, and even provides some mystery and comedy.
Backstage Lensman was Randal Garrett's Affectionate Parody of E.E. "Doc" Smith's Lensman series. How affectionate? According to Garrett, Smith spent a whole convention laughing over an early draft and then suggested changes that made it even better.
The Defense of Hill 781 is an affectionate parody of the US Army where the souls of dead soldiers [the Nevada National Training Center for purgatory. With the implication of course that there is no more purgatorial a place on Earth to base it on.
The Tough Guide to Fantasyland is a fictional "tour guide" to a fantastic kingdom known as Fantasyland, implied to be the setting for every fantasy novel ever. It reads a bit like TV Tropes itself in potentia, and is full of snide, snarky, and sideways humor at the expense of some of the more exhausting tropes. According to some reports, Diane Wynne Jones wrote some of the book after judging an amateur fantasy contest, which would explain a few things...
Her novel Dark Lord of Derkholm, although never explicitly stated as such, seems to be set largely within the "Fantasyland" universe, and spends a lot of time skewering perceptions of what a fantasy kingdom must be like. However, it also becomes a Deconstruction of the concept, because Fantasyland is being forced into complying with many of these rules. Having a Medieval Stasis and a land constantly ravaged by a Big Bad is not particularly natural, or healthy for the economy or culture of the world.
Please Don't Tell My Parents I'm a Supervillain pokes a lot of fun at superhero comics. However, at the same time, there are darker elements; apparently one of the reasons that hero/villain fights remain nonlethal is because whenever a villain starts getting too violent, the other villains provide their name to the hero Mourning Dove, and the offender "accidentally" gets killed in a fight with her.