The Grim Adventures of Billy & Mandy story "Future Tense" (Cartoon Network Block Party #36) has Grim saying he can use his scythe to find out what Nostradamus is saying about his future, with Mandy finding it too convenient: "Doesn't this comic have any standards?" she asks.
Flint Dartson of A Loonatic's Tale is renowned for constantly breaking the fourth wall. While he may not make it known to the other characters, he continually acts knowing that there is a script and author causing the events around them.
The Marvel Comics finale of Mighty Mouse has this all over the place. It starts with the action stopped after the first page as Pearl Pureheart boycotts the rest of the issue because comedian Andrew "Mice" Clay was appearing (a nod to Nora Dunn refusing to appear on Saturday Night Live because Andrew "Dice" Clay was appearing).
Although most characters saw the 4th wall in the Sonic The Hedgehog series, they seemed to have lost this ability when the comic's genre shifted. However, Bean the Duck continues to break the wall.
Unsurprisingly, Pinkie Pie does this fairly regularly. During the "Reflections" arc, she chastises Twilight Sparkle for trying to make sense of an Alternate Universe 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.
Just as unsurprisingly, Discord gets in on the act in the Friends Forever series:
Discord: Oh, so this is going to be a philosophical issue. Great. Luna: Issue? Discord: Never mind.
In a Simpsons Comics Hallowe'en story, after multiple alien invasions and random people spending several panels ranting about conspiracy theories, Sideshow Bob turns up to tell the Truth — they're "all merely pen and ink creations trapped in a juvenile comic book!" He gets laughed at at first, but proves his case by pointing out the comic book panels and then forcing everyone to look at the reader.
An interesting case in Supergod in which the Dajjal was talking out loud while the narrator was also making an Apocalyptic Log. Since he is The Omniscient, then he is probably aware of the fourth wall.
There's the Broken Man, who is fully aware of his status as a fictional character and spends most of his time commenting on the same. This is actually his superpower - he's in an institution, but can "sidestep" out of his body, putting him on a metafictional level outside of standard reality. He ran into a surprise when, while trying to tell a story about the Bouncing Beatnik, he introduced another character who promptly hijacked the story to tell their own.
Tillie Armstrong is another example; she doesn't quite get that she's fictional, but is well aware there's an outside audience.
The butler in IDW Publishing's Clue speaks directly to the reader and the comic's creators on a regular basis. This ends badly by the end of the series.
In Black Hammer, Madame Dragonfly seems to be aware that she's a character in a comic book and speaks directly to the reader on a few occasions.
