Guy Gardner sometimes broke the Fourth Wall by making ironic comments to the reader.
Animal Man from DC/Vertigo found out near the end of his Grant Morrison run in a rare completely serious fourth wall breach that he was a comic book character. He didn't take it well.
The Psycho-Pirate has it even worse; he hasn't seen the fourth wall since Crisis on Infinite Earths, and knows when attention is focused on him. He even calls the readers "perverts" for watching him. When the remnants of the Infinite Earths start being revived through him, he tries to get the revived characters to break the fourth wall down completely and kill everyone who is reading the comic, so they won't have to be controlled by writers anymore.
And it gets worse: when he has faded away almost completely (apparently a side effect of conjuring up all these characters) he remarks that the readers - that's us - "aren't real either."
Actually it makes sense, because the people who read their books are still in-universe. Earth Prime, anyone? The only character that can break our wall is Superboy-Prime.
Superman would do it from time to time during the Silver and Bronze ages by winking at the readers, especially after succeeding to protect his secret identity (an example would be the final panel in the Whatever Happened to The Man of Tomorrow? saga).
In an early example Batman #1, to be precise, Batman sics Robin on some disarmed crooks, and then turns to the kids reading the comic book, saying that criminals are cowards without their weapons and if Robin could take them down, anyone could stand up to them.
The Joker breaks the fourth wall occasionally. For example, he has referenced an out-of-continuity Batman / Spider-Man, addressed the artist of the story, and sometimes seems perfectly aware of his status as a comic book villain. He also displays a certain amount of Medium Awareness, by handling his own speech bubbles, or, in the animated series, talking to the camera. This is likely part of the idea his insanity has allowed him to become aware of things other people don't realize.
He even turns the page for the reader in Emperor Joker, where he breaks not just the fourth wall, but the other three as well.
In the miniseries Joker's Asylum, Joker plays a modern take on the Cryptkeeper. At one point, in Two-Face's issue, he turns to the reader and tells him to find a coin, with such intensity that it probably sent a few comic book fans scrambling for their wallets.
It wasn't just that point. The implication in several of the stories in Joker's Asylum is that he is indeed talking and narrating the stories directly to the audience. Cue lots of looking directly at the Fourth Wall.
In another story, Joker is being psychoanalyzed by a prominent pop psychologist (in-universe, anyway). At one point, the psychologist asks who Joker is talking to while in isolation. The Joker says he's entertaining the audience ("the Bat's not the only one with fans, you know!"), and the psychologist replies that he is entertaining nobody because they aren't real. Joker then counters with a question of his own: what if it's he and the psychologist who aren't real? At the end we see Joker back in his cell at Arkham, narrating about how he really is crazy and how the audience isn't real, before turning to the reader and asking, "Are you?"
Mr Mxyzptlk is also able to do this, one time even telling the Joker straight up that no one remembers that the Joker had 5th dimension reality warping powers because a) Mxy didn't want everyone to remember and b) they hadn't collect those issues into a trade paperback yet.
One of Deadpool's powers seems to be the ability to let him break the fourth wall(which he uses constantly). In one example, he wonders in a yellow box whether his thoughts still appear in yellow boxes, leading him to say, "I'm good." out loud and to exclaim in another yellow box "Oooh, I've missed you, little yellow boxes! What fun we shall have together!"
In Cable & Deadpool, he feels the need to help the 'reader' along by every once in a while delivering complicated exposition, aside from the first page. The other characters perceive this as Deadpool being crazy as usual.
In the Britain-only special editions, this is used out of the comic, having Deadpool answering a letter on the letters page with a reference to the Marvel spotlight pages, stating that everyone else freezes during one while he takes a toilet break.
Breaking the fourth wall is also one of She-Hulk's super-powers, though whether she gets it from gamma radiation is anyone's guess. Since her own title isn't as much of a Gag Series as it used to be, she doesn't do it that often, but one memorable scene in an early '00s run has her address the narrator while her supporting cast watches her apparently talk to herself. In her 100th issue, she is asked whether she really can see through the fourth wall, and she responds "No, I can't" - looking straight at the reader and smiling.
In another example, she actually crushes a narration box out of anger (she'd just been attacked) and tosses it out the window, nearly hitting Spider-Man!
Ambush Bug does this frequently, and has also interacted with his own writer and editors. He can also actually see the speech bubbles that come out of character's mouths, and once asked Zatanna why the text in hers is backwards.
The DC Heroes tabletop RPG from Mayfair Games had an adventure centered around Ambush Bug (Don't ask!) Of course he is completely aware that he is in a roleplaying game scenario and that the player characters are just that.
In The Beano and Dandy comics, the characters sometimes talk to the artist, and frequently talk to the readers. Occasionally the artist even shows up in the actual comic strip. Also, the "readers" themselves are given lines of dialogue, marked with a speech bubble coming from off panel labelled "Reader's voice".
Squirrel Girl breaks the fourth wall during the recaps of pretty much every issue she appears in (which isn't that unique when you think about it). However, for Monkey Joe and Tippy Toe there is No Fourth Wall, so they talk directly to us readers.
Infinite Crisis, another serious moment out of DC Comics. Alexander Luthor, a separate entity from the classic Lex Luthor, is looking for a preferred reality out of uncountable thousands that lay spread before him. He finds it...ours. He turns straight towards the reader, gazing up and out of the comic page and...GRABS FOR THE READER. Alexander's plans are stopped.
Jack of Fables, a spinoff of Fables, does this in every single issue to some extent - originally, it tended to just be throwaway gags, such as Jack giving fancifully ludicrous descriptions of what (allegedly, but in reality never) would happen in the next issue, in the little box at the bottom of the last page. However, pick up the "Turning Pages" collection (aka volume 5), and you'll run across a new character, a Literal called "Eliza Wall"... a temporary narrator who addresses the audience directly, deconstructs Jack's crazy fake teaser texts, acknowledges that certain things will happen in say, "seven pages" (acknowledging the medium itself), talks about the story in actual story terms (both blatantly and slyly: "that's why no one really likes [fellow Literal character] Deux Ex Machina"), and even warns the reader that she'll have to step in shortly in order to prevent an unpleasant outcome... on top of having three (identical) brothers who are shown circling her at a picnic and failing to understand "who she's talking to" as she looks over her shoulder at the reader. In short, she's not just a fourth-wall breaker, but is, perhaps true to form, the personification of the very act of breaking the fourth wall. Talk about your Post Modernism ...
Despite being practically an unknown, Rick Jones has seen a lot of the Marvel Comics world. This includes everything from being the stupid teenager Bruce Banner saved, resulting in his transformation into the Incredible Hulk, to serving as replacement Bucky for Captain America. This was brought to the forefront at the end of the 2004 Captain Marvel series; while Marvel was blessed/cursed with "Cosmic Awareness", Jones, through his experiences, had acquired "Comics Awareness." It didn't usually manifest in actual fourth-wall breaking, so much as just being Genre Savvy. However, at the end of the issue, Jones calmly explained that sales weren't good enough, and the comic itself was literally rolled up in big sheets and put in storage by other out-of-print characters.
John Constantine does this from time to time in Hellblazer. The "Son of Man" arc has John Constantine speaking to the reader where narration boxes or thought bubbles would more typically be used.
At the end of The Secret of the Unicorn, Tintin informs the reader (much to the surprise of Captain Haddock) that the next part of the adventure will be told in Red Rackham's Treasure.
A lot of what Snowy says in the series is breaking the fourth wall, or at least purely for the reader's benefit, since it's usually made clear that the other characters can't hear him. At one point, he looks at the reader and says "I could have told them that. But nobody would have listened to me!"
A Show Within a Show example is cited in the "Treasure Island Treasury of Comics" excerpt from Watchmen. In Tales of the Black Freighter #7, a rhyming monologue by Blackbeard concludes with the pirate looking directly at the reader, and taunting them that their world may be no nobler than his.
Superboy-Prime does this constantly. In fact, he is from the real world itself. In Blackest Night, he even buys Issue #4 of the comic you are reading, in an effort to figure out the ending and avert his own demise. When he realises that Issue #5 is not out yet, he even tries to murder the writers at DC Comics.
In a Futurama promotional comic explaining the in-universe reason why the series was cancelled then returned for the movies (available as a bonus feature with full cast voiceover on the Bender's Big Score DVD) nearly Breaking the Fourth Wall becomes a Running Gag (someone mentions "episodes" only to clarify that by that they mean missions, and so on). Even the reruns are given an in-universe explanation of a time warp.
The first episode of the series reboot had Fry mention how he felt like he'd been in limbo for years.
In the comic continuation to Gargoyles, a time-travelling Brooklyn addresses the audience in regards to his ignorance about Scottish history:
Internally breaking the fourth wall, and, it could be argued, breaking ours as well in The Filth, where agents of the Hand go down into a comic book in order to mine it for fantastic weapons.
Amelia Rules is narrated by Amelia, who frequently speaks directly to the reader, even when her friends are present:
Reggie: Who are you talking to?
Some of the characters in Alan Moore's Tomorrow Stories had No Fourth Wall to start with, but despite addressing the reader at the end of the story, JackB.Quick isn't usually one of them. However, in his last adventure, he makes a pair of time-travelling shoes, heading back though history as he crosses town. But it goes wrong and he passes back before the formation of life, and even the start of time, then back to his first issue until he's left drifting on a blank white void, before the comic started. As there's no panel borders to keep them apart, he can talk to the other Jack B. Quicks on the page.
Averted by Executive Meddling in an issue of Justice Society of America. Time traveler Per Degaton has been harassing the JSA, apparently just to mess with them. At the end, standing alone, he remarks that he enjoys watching the heroes suffer. The last page, which was cut by the editors, had him turning to the reader and saying "Just like you."
One issue of Alpha Flight has a character start talking back to the writer, but it was a villain's plot to make him think he was a comic book character.
In Duncan and Mallory: The Bar None Ranch the main characters take turns tearing up the fourth wall.
Empowered talks about how annoying it can be in one volume.
"I need my own series! Write to Tom DeFalco! Write to Mark Gruenwald! Write to your Congressman!"
In a Tales of the Unexpected backup, Doctor 13 leads a group of washed-up DC characters who are about to be deleted from continuity. A group of DC comics writers appear in the form of the "Architects" who are rewriting the universe. They challenge the characters to prove they are interesting enough to be included in the new universe, and only have an interest in including "the hot girl" (13's daughter Traci). In the last panel, Doctor 13 realizes he exists in a comic book and begs the reader not to turn the page, as finishing the book implies the end of their existence.
The origin of Captain Marvel Junior featured some Fourth Wall breaking. In the title Master Comics, the villain Captain Nazi beat up veteran Fawcett hero Bulletman, leaving a note to Captain Marvel warning him to "Stay in 'Whiz Comics'," and not get in his way. In the following month's "Whiz Comics", Freddie Freeman's father rescued a drowning Captain Nazi who immediately killed him and crippled Freddie. Captain Marvel then rescued Freddie, brought him to the Rock of Eternity and, with the wizard Shazam's help, gave Freddie powers identical to his own. He then told then newly-minted Captain Marvel Jr, "I'm sending you back to 'Master Comics' to take on Captain Nazi."
The Fabulous Furry Freak Brothers had a story where Fat Freddy is alarmed to find themselves in a comic book. Phineas ponders the metaphysical implications - "We could be erased at any moment!". Franklin gets them to change their look so they won't be associated with those losers. Then, after their transformations, they're chagrined to find themselves in a bar holding a Freak Brothers lookalike contest.
Scott Pilgrim breaks the fourth wall every now and then. Kim Pine, one of Scott's friends, is told several times to "read the book" when she asks about plot points that have happened previously, and when Ramona and Scott are discussing past jobs, Scott says that he'd like to save the story of his last job for a later volume.
A major plot point in the final book relies on a Chekhov's Gun that Scott picked up in a previous volume. Just in case readers forgot, Scott's sister Stacy calls their mother, mom then mentions Scott got the item in volume four.
Done several times in Quantum and Woody, once to explain using the word "noogie" to replace "the N-Word", and a second time at the end of issue #17 when the comic was abruptly canceled.
In Fear Itself: The Worthy, on the last page of the Hulk story (#5 of the digital release), Hulk is talking to Banner, saying "You'll hate yourself tomorrow. But you don't have to. You can just hate the Hulk." Then he turns to the reader, finishing with "That's why you made me, isn't it?"
In Journey into Mystery Loki basically outright asks the readers to write him happy AU fanfic: "It's beyond any of our power to end the story that way."
Rarity: (Appearing from behind a rolled up comic page) Peace out!
Unsurprisingly, Pinkie Pie does this fairly regularly in the IDW Pony comics. During the "Reflections" arc, she chastises Twilight Sparkle for trying to make sense of an Alternate Reality by saying that their own reality doesn't make sense and that continuity is overrated. Later, during a battle between two other characters, she admonishes them for doing something not allowed in a children's comic book.
In the French-Belgian comic Achille Talon, the fourth wall is regularly broken. In the one-page gags it's more a case of No Fourth Wall and Medium Awareness, as the titular character gives conferences on how to be a comic book character, but the full book stories tend to break the wall regularly. One example is a story interrupted every 4 pages or so by the chief accountant advertising the other books of the series, and ending up with the whole cast chasing him at the end.