In an angle where Shawn Michaels retires from WWE to work in a cafeteria, he uses the pseudonym "Hickenbottom" to avoid attention. Triple H goes on to make fun of the name. Michaels's real name is Michael Shawn Hickenbottom.
A TNA skit involved Kevin Nash figuring out new nicknames for Jay Lethal. He pitched names like "Vinnie Vegas" and "Oz" which were gimmicks Nash played in WCW at the start of his career. He openly acknowledged this while trying to figure out a gimmick for Sonjay Dutt. ("I wrestled two matches in that one year and earned six figures!")
As certain wrestling skits over the past quarter-century have established, the characters of Frank Drebin, Arliss Michael, Alex J. Murphy, and Charles Lee Ray all exist as their fictional selves....which gets freakin' weird once you remember that the wrestlers exist in our world as well as their fantasy one, not to mention that Bill Clinton, George W. Bush, and Barack Obama have appeared as well (as lookalike actors playing them, of course, as well as a taped appearance from the actual Obama). Granted, Robocop and Chucky were established in WCW, and may or may not be canon to WWE, but considering that WCW was meant to be in the real world as well... ow, I think I just pulled my brain.
And here's something to truly ponder: Sgt Slaughter is both a "real" wrestler character and a fictional character in the G.I. Joe cartoon series. Wait....does that mean that the characters in G. I. Joe....actually exist? (And if that's true, why did they look radically different in the 1980s than in the 1960s? Were there some ultra-secret Cold War projects that the Pentagon didn't tell us about?)
During the Attitude Era, Crash Holly created the rule that the WWE Hardcore Title was on the line 24/7, but constantly defending the title was wearing him out, one match saw him defend the title while doing his laundry. He then hires Shaft to protect him, but never once comments how much he looks like Samuel L. Jackson.