A bonus cutscene in Metal Gear Solid 4: Guns of the Patriots, from The Verse's bizarre television, shows the actress Lee Meriwether (rather creepily) interviewing the screenwriter David Hayter — Meriwether and Dayter being the voice actors for Big Mama and Solid Snake respectively. In case we didn't get it, Dayter is dressed in a snakeskin jacket and digital eyepatch, and Meriwether talks to him in the somewhat stilted, poetic, dramatic tones of a Metal Gear character giving an important speech, only addressing him by his full name. Did we mention the Metal Gear Solid has No Fourth Wall?
Hideo Kojima exists within the Metal Gear universe, as a 'legendary game developer', and Otacon is shown to be a fan of his other games Policenauts, Zone of the Enders, and Boktai. But Otacon, despite knowing Meryl and implicitly being friends with her, doesn't recognise Meryl Silverburgh as being an Expy of a character in Policenauts. He also doesn't notice anything strange about the Solar Gun, or the HIDE-CHAN noodles. The weirdness of this is massively dwarfed by the fact that Emma has a Metal Gear: Ghost Babel poster in her lab in Metal Gear Solid 2: Sons of Liberty, with Snake on it. Ghost Babel also had Raiden in it, as well as the Show Within a ShowIdeaSpy 2.5, which Snake and Otacon are fans of in Metal Gear Solid 4 and which was turned into a Radio Drama voice acted by Hideo Kojima and Yumi Kikuchi in the real world. If Snake recognises the resemblance between Yumi Kikuchi and Raging Beauty, he doesn't comment on it.
It's possible Emma's poster isn't an example; after Metal Gear Solid, an account of the Shadow Moses incident is made public and denied by the government. The denial is rather flimsy, because Metal Gear REX's blueprints are sold all over the world, so everyone knows the "walking tank" part of the story is true, at least. As a result, Solid Snake becomes a figure in popular culture with many different ideas of what he's really like, or if maybe the government is telling the truth and "Solid Snake" is just a myth playing up on the exploits of real, but normal, military special forces. Ghost Babel could exist in-universe as a movie or videogame depicting one particular idea of what a Solid Snake adventure would be like if he is, indeed, real.
The Japanese version of Metal Gear Solid: Peace Walker features Akio Ohtsuka, Tomokazu Sugita and Yumi Kikuchi (the seiyu for Snake, Miller and Strangelove respectively) as potential MSF soldiers.note These recruits are in the English version as well, but they're just treated as generic characters.
Captain Lou Albano played Mario in both the live-action and animated segments of The Super Mario Bros. Super Show. In a particularly memorable live-action segment, Luigi mentions that Mario idolizes Captain Lou, who goes missing. Albano appears at the end of the episode, shortly after Mario leaves...
In the Grand Theft Auto universe, California (and possibly part of Nevada) and New York City don't exist, having been replaced by San Andreas and Liberty City respectively, but some of the songs on the radio still reference California and New York City. For example, Grand Theft Auto IV takes place in Liberty City, but the song list still includes "New York Groove" by Hello, and Bob Seger's "Hollywood Nights" is featured in Grand Theft Auto V, while the in-universe equivalent of Hollywood is known as Vinewood.
A radio DJ in Vice City Stories explicitly mentions New York at one point.
Lampshaded in a Something Awful Forum Let's Play of San Andreas, when the narrator and his friend at one point note Snoop Dogg's rapping about Compton is obviously a disguised version of the game's Ganton. And there's a Jack ThompsonExpy who thinks that rap music encourages people to violence.
In San Andreas, the DJ for the Classic Rock station (K-DST) is voiced by Axl Rose, who often takes shots at the heavy metal/grunge station Radio X. Radio X plays the Guns N' Roses song "Welcome to the Jungle."
Rainbow Six: Vegas had a few Splinter Cell arcade machines in it. However, Third Echelon is mentioned as having gathered intelligence for one mission, so Splinter Cell is probably canon within the R6 universe.
Maybe Third Echelon or someone else had the games commissioned in that universe so that any reports of the real Third Echelon would be dismissed as made by game obsessed nuts?
In Saints Row 2, it is mentioned that the character Benjamin King from the first game has written an autobiography, which will be made into a movie where King will be played by his real-life voice actor. In the fourth game, Benjamin King is voiced by Terry Crews (due to Michael Clarke Duncan passing away) and characters note that the actor who played him in his movie doesn't sound like him.
The fourth game completely plays this up by having Keith David, who's previously voiced Julius in the first two games, appearing as himself (who's now also Vice President). The similarity between the two is often addressed and is something of a Running Gag.
Averted in Ace Combat: Assault Horizon, where if you use DFM to do a certain stunt, another character will chastise you by directly saying that "this isn'tAce Combat". Makes a little bit of sense, in that it's one of the few games in the series to take place in the "real world".
A curious and perhaps unintentional one exists in the continuities of the first Tomb Raider games in relation to both film adaptations. According to Core's biography, Deliverance was Lara's favorite movie. In case you don't know, it stars John Voight. Now John Voight plays Lara's father in the first Tomb Raider movie, and his real-life daughter, of course, plays Lara. This means that John Voight and Angelina Jolie also have to exist within the universe of Core's games, and perhaps even the TR movies themselves. So the movie probably exists within its own continuity. In Lara's promotional interviews for Angel of Darkness, she compliments Angelina Jolie on looking so much like her.
Squaresoft/Square has done this in Chrono Trigger, Final Fantasy IV, and Final Fantasy IV expansion games with the hidden developer rooms where developers appear as characters (often in monster form) talking about making the games.