Lou Bega pulled this off in his CD A Little Bit Of Mambo. With the prelude of him improvising a song from a non-song conversation he has on the 12th track, he explains on the song he's "improvising" that DJs can play this {the song) since it's on their play list.
In the live stage version of Jeff Wayne's War of the Worlds, there's a large stage screen that most of the action takes place on via CGI. In one scene, there is an empty area on the stage screen, which is then filled by a 30 foot fighting machine prop lowered from the ceiling. The song addresses this fighting machine, and then, during the latter half of it, cannons fire on screen and pryotechnics go off on the model.
They also have smoke bombs go off on the stage in time to the on-screen heat rays.
Is that breaking the fourth wall? Or just trying to overcome the limitations of theatrical special effects?
Many folk songs directly address the audience in the last verse. "The Creggan White Hare", for example, is a tale about a crafty hare largely told in third person, but the narrator takes charge at the end:
And now to conclude and to finish my rhyme
I hope you'll excuse me for wasting your time
If there's any amongst you in Carrickmore Fair
Drink a jolly good health to the Creggan white hare
Britpop/Shoegaze band Lush uses this in their song Hypocrite. "... and maybe you're right, but this is my song"
On Jimmy Buffett's album Banana Wind, after the last credited song, "False Echoes (Havana 1921)" ends, there's a silent beat, after which you can hear Buffet asking "Ramos, where's the hidden track?" followed by the sounds of an intense search and a lot more comments about not being able to find the "hidden track". After which the song "Tree Top Flyer", the hidden track in question, begins.
The "Too Drunk to Fish" by Ray Stevens ends with Ray catching a piece of the boat that sank halfway through the song and turning abound to look directly at the camera.
Thenardier seems to do this in Les Misérables when he justifies his scavenging of the dead, singing, "Well, someone's gotta clean 'em up my friends" in "Dog Eats Dog".
Shadow Gallery does this in their concept album Room V. The main character helps a US Special Forces agent develop the vaccine to a weaponized virus that the New World Order intends to release upon the world, and then forms a six man group to inform the world that an attack is imminent.
Here we are, we are the band, we've got your marching orders
It's in the music and the words that we sing
Sing along, sing out loud, and you'll join the answer
We will rock with the thunder of a thousand mighty horses
Karminduo Amy Heidemann and Nick Noonanactively use this trope in their performances, and will do so on IN:DEMAND with Alex James on Bauer, and David Heane on Real Radio