Meteor Gin, the info book for Ginga Nagareboshi Gin, hangs many lampshades over the series' host of unusual things, such as the dogs' ability to use tools, the humans' general unwillingness to do anything about the huge packs of wild dogs roaming around Japan (or the giant killer bears for that matter) and a certain wolf character's highly improbable attack formation, which is basically a thousand wolves forming a gigantic wolf.
Cowboy Bebop does this during the movie. The police are being filled in by a doctor about a massive bio-terror attack that has just taken place, when the rookie cop starts sneezing. Off the terrified looks of both his superior and the doctor, the rookie comments that it's just hay fever. A short time later, while making small talk with his boss, the rookie muses, "You'd think they would have cured hay fever by now".
Witchblade's English voice actor for Masane Amaha, not to mention all of the Clone Blades to varying degrees, did this in their voice acting in what is Fridge Brilliance. The Japanese VA's made the Blade Bearers sound bestial and feral, which just made the Blade Bearers sound like psychotic amazons. The English VA's made battle sound like Orgasmic Combat, which is subtle lampshading of the fact a huge part of the series is BUILT on its sex appeal, and even is plot relevant, as the Witch Blade's power induces powerful emotion that makes kicking ass feel like aggressive love making.
The original already sounds like a mix of Orgasmic Combat and Dissonant Serenity. May be even better, as the anime adaptation plays on the subtle alien-ness of the Witchblade.
This trope basically comprises all of the content in one episode of Lucky Star.
In Fullmetal Alchemist there's a short arc that consists of a long flashback of the Civil War against the Ishvalans. In it, the then-Major Roy Mustang is talking to the then-Captain Maes Hughes when the latter receives a letter from his lover Gracia back in the Central City. As the family-enthusiastic he is, he gets overly emotional about the letter, to which Roy Mustang warns him that, in books and movies, the "family-type guy" is always the first to be killed. And then they get attacked by an Ishvalan, both of them are unarmed, of course. Especially blatant since Lt. Colonel Maes Hughes, who by then also has a three-year-old daughter he is overly passionate about, becomes the first important character to die in the series several issues before this flashback.
Also in FMA, the logic behind Armstrong going shirtless, and as to where his clothing has gone, is sometimes questioned on-screen by his comrades.
When Edward comments that Father Cornello trying to create a mook army cult to take over the world is generic and boring.
In episode 57 of Brotherhood, even Edward admits there is a limit to one's fighting skills. "I get it, this guys are all super-humans, but come on! This is just ridiculous!"
A hentai manga, one of Saigado's Yuri and Friends series, actually has a character point out the "censorship black dots" that covered the "goods", commenting that "it would feel even better if the black dot wasn't in the way!!"
There is at least one H-manga where the guy's penis is a black bar and she complains about the shape.
Yet another hentai dojinshi, this time of Disgaea. Initially, Adell and Rozalin are just starting to go at it — and then one comments how this seems like such a bad porn plot... And then the camera zooms back on the Prinny Squad recording it.
In Tubame Syndrome, when Taiga tries to have a tender moment and confess to Tubame, he suddenly gets interrupted by a kick to the face at the pivotal moment. Afterward, he wonders to himself why he only gets interrupted during the good moments.
In Dragon Ball, during the fight between Goku and Piccolo, Goku exclaims "Incredible! How did you make your clothes grow?" directly after Piccolo grows into a giant version of himself but somehow his torn, regular clothing covers him exactly the same.
In Dragon Ball Z, and especially in the the first 9 movies, Piccolo is constantly saving Gohan in Big Damn Heroes moments. Constantly. So when Gohan is exhausted and about to be consumed by lava in movie 10, and Piccolo swoops in out of nowhere and carries him to safety, no-one thinks anything of it. But then Gohan wakes up and realizes he had been hallucinating: it was Kuririn who saved him... while dressed up as Piccolo.
In direct reference to Kuririn, it is entirely likely that the man would have (if asked) outright said he was making sure it would work, making the lampshade as glaring as a tie-dyed Kevlar actual lampshade would be.
The 2008 special hangs a massive lampshade on the ridiculous Power Level growth and gaps of the series by having two opponents appear who are "as strong as Frieza" to which Goku responds that he wasn't much of an opponent in retrospect and they're perfect for the kids.
In the original dub, one of Bibidi's minions claims (as they all do) that he'll easily end Goku and Vegeta where they stand. Goku's response: "Heh. This guy doesn't realize there are still 60 more episodes"
When Vegeta learns that kid! Trunks and Goten have both gone SSJ, he realizes that the once-legendary transformation just isn't as legendary anymore. Translations range from "Is there a Super-Saiyan bargain sale on?" to "When did it become a child's plaything?"
Gintama: It's so full of lampshades that taking account of all the lampshades would be time-consuming.
During the Rasenshuriken training in Naruto, Sai lampshades Naruto's tendency to exert a ridiculous amount of effort in training. Sai, while reading a book on friends, comes across Naruto practicing. After reading that "when a friend is engaged in strenuous work or play, the thoughtful thing to do is to bring him refreshment," he looks up to see Naruto using 1000 shadow clones to learn a new technique. Noting, "Lack of refreshments is the least of his worries right now," he then bites into the apple he had brought for Naruto.
The manga gives us this particular exchange right after the fight with the Sound Ninja in the Second Chunin Exam:
Shikamaru: That Naruto is completely out of the loop. Chouji: So far out of the loop he doesn't even know there is a loop. He's not gonna be the hero of this little story.
In the Chuunin Exam arc Might Guy made use of a tortoise summon. Said summon was not seen again until roughly four years later story-time and several hundred chapters of the manga. On appearing, the tortoise chewed Guy out for not summoning him for so long, only to do so again in mid air.
Tobi's role as the Combat Commentator in several fights is lampshaded by Danzo during one such battle. He remarks, "Looks like Tobi doesn't want to join this battle. I will have to fight him later."
Macross Frontier hangs lampshades in order to help subvert its tropes — the pretty boy main character is so pretty that his callsign and half-mocking nickname among his friends is Princess (to his chagrin); when Klein, a Zentraedi who has trouble with her "height" when human-sized, is teased by an old friend about it, the old friend jokes that if they ever got romantically involved the friend would probably get arrested for pedophilia.
In Onegai Twins, Mizuho Kazami, homeroom teacher, fills in for the gym teacher during a swimming class. Miina Miyafuji and Karen Onodera note that there only seem to be two teachers who work at the school.
Suzumiya Haruhi. Of course, that is bound to happen when you have normal, Genre Savvy people in a crazy world. Haruhi herself, admits to recruiting people to her club because they fit stereotypes; a moe girl and mysterious transfer student are the basis for any adventure!
Haruhi has lines in "The Sigh of Haruhi Suzumiya" that show the dangers of not lampshading when necessary. When Kyon suggests that there's no reason for "combat waitress" Mikuru to be from the future, she says "We can think about it if someone pokes fun at it. We can just ignore the question if we can't think up an excuse for it. Anything goes if it's interesting!"
To Aru Majutsu no Index: Touma acknowledges his tendency to break into long monologues, ending a speech to some rivals with "Quit getting depressed in this kinda long prologue!"
In the second episode of Code Geass R2, C.C. lampshades Lelouch's Large Ham tendencies after he tricks a Britannian soldier into leaving their Knightmare Frame for the umpteenth time and then gloatingly geasses them. "I understand your geass only works with direct eye contact, but were those theatrics really necessary?"
Upon meeting Lelouch/Zero for the first time, one of the members of the Shinjuku resistance cell comments that he "didn't expect the master strategist to be such a ham."
Possibly one during the Zero Requiem plan. After two seasons of Britannian security acting as dumb as bricks, the grand plan actually involves a conscious use of seemingly Genre Blind guard behavior when Suzaku assassinates Lelouch.
Love Hina lampshades itself several times. One of the best examples is that, after Keitaro take countless Megaton Punches and completely heals within a few panels over the course of the story, it was stated by characters and ascended into a plot device that he is in fact immortal.
Keitaro himself gets in on it in Volume 12. Naru had just leapt off a cliff after him (he fell), and he managed to stop their fall partway down by snagging a branch.
Keitaro: Don't ever do that again, okay? I'd survive, but I doubt you would.
Keitaro gets caught peeking at Naru in the bath (again), this time from the "safety" of a second floor balcony.
In one episode, Kon ends up being a hapless Super Sentai parody, who makes jibes against a monster saying he'll be able to kill him before the commercial break. There's even reference to the ridiculous FX, which turns out to be generated by one of the other characters.
In one episode, Yumichika, Rin and Hanatarou have to help a ghost complete his Unfinished Business by getting his mother (who believes in ghosts) to taste one of his cake recipes. At the start of the episode, Rin has a device that reveals ghosts to humans who can't usually see them. Instead of exposing the ghost to his mother so she could make and taste the cake and therefore solving the issue so quickly there wouldn't have been any episode at all, the three shinigami wind up in a Lethal Chef meets Carrying a Cake plotline as they try to make a cake for the ghost, then attempt and fail to convince the mother to try it, then end up exposing the ghost to the mother anyway who directly and successfully convinces her to try the cake. At the end, a disgusted Yumichika points out there was a giant plot hole in the episode.
Yumichika: "If we had used it on him in the beginning, we wouldn't have had to work so hard."
Darker than Black seems to lampshade its use of the Tin Mantrope in the episode with Bertha and Itzhak. Itzhak's Power at a Price involves a compulsion to write poetry, and as Bertha notes, his ability to do this is completely at odds with the idea that he is emotionless.
The bonus episode is a somewhat Lighter and Softer self-parody and with its heroine's fetish for Hei's collar-bone, lampshades the Paper-Thin Disguise. At least twice during the series, characters see Hei in costume and then immediately after see his civilian identity, but don't make a connection between the two. The heronie's fetish indicates that a moderately perceptive person should make the connection.
Ergo Proxy uses a lot of pretentious philosophic symbolism and confusing plots. So, at various points characters will reference how pretentious some naming is, and in a notable example on the mind screw front (where for no reason at all, the characters find themselves on a gameshow), they are shown commenting that they have no idea what the hell is going on.
In Detective Conan, the way murder follows Conan around in a Busman's Holiday is often lampshaded by "oh, not you again" remarks from Inspector Megure (who at first places the blame on Kogoro since he is the one who gets the credit for most of Conan's detective work). Here's a specific example:
Megure: ...and had the misfortune of running into a case yet again... ...you, Mouri-kun... Kogoro: Yes, Inspector! Megure: Don't you find this absolutely strange? It isn't a continuous mystery how you run into cases all the time by convenience? Guess I'll stop this... it's becoming silly... Kogoro: G-guess so...
Also, Conan tends to give a lengthy recital of knowledge that no normal 7 year old would or could ever possibly know, generally resulting in him saying he heard it on TV. At one point, Kogoro interrupts him saying something along the lines of 'I suppose you heard about that on TV too?'
At one point, Inspector Megure and Takagi discuss things that happen that result in cases being solved. Here's the page in question.
Ouran High School Host Club is absolutely filled with lampshades. Quite cleverly subverted in one episode, when a piano is suddenly introduced as a Deus ex Machina and Haruhi asks if it was always there. The other hosts Hand Wave this, saying that the club's base of operations is a music room, after all. Even though the piano has never been seen before in the anime.
This is lampshaded again later in the series by Genre Savvy Haruhi when seniors Honey and Mori mention their graduation approaching.
During one episode of the Ouran anime, Tamaki tells the others of their place in the story. He assures them that he and Haruhi are the main characters and so, by proxy, are love interests, and the rest of them are the "homosexual supporting cast." Kyoya argues this later, telling Tamaki that homosexual or not, he doesn't think he's supporting cast.
There's a point in Death Note when Light pulls in all his remaining coincidence karma at once — namely, when he runs into Naomi Misora, the only person in the world who could expose him, just as she's about to do so. It's rather badlydone, and Light comments to himself that "a god besides the Shinigami is on his side".
Upon seeing Light and L incredibly skilled tennis match, the To-oh University tennis club president wonders what kind of Marty Stus he has run into: "Is this a sick joke? On top of entering Todai with hundred percent scores, they're both great athletes?"
Futari wa Pretty Cure episode 38 lampshaded the mascots' verbal tics. Mipple and Mepple try to hold a staged conversation for Ryota to overhear while not letting him know that they are present, so they try to avoid saying "mipo" and "mepo", but keep accidentally saying them. Afterwards, Mipple says that "Talking without using 'mipo' is really exhausting, mipo."
Pokémon is well known among fans for its constant lampshading and referencing/breaking of the fourth wall, mostly by Team Rocket. It does this in "Hypno's Naptime" where Team Rocket tries to steal Hypno by getting it to hypnotize itself with a mirror. When this fails, they simply tie the Pokémon up and leave with it, which prompts this exchange:
James: I don't get it, why didn't we just do this from the start? Jessie: We have to fill a half hour!
And again, in a scene in the movie Spell of the Unown in which they swim in an underwater room.
James: How are we breathing? Jessie: There are some questions that it's better not to ask.
Also in Spell of the Unown, after Team Rocket saves Ash, Ash asks why, to which Meowth replies: "If anything happened to you, we'd be out of showbusiness!"
In "School of Hard Knocks": While breaking up an argument between Ash and Misty, Brock comments that they're running late and have to start the show.
In "The Whistle Stop": When the bridge is about to collapse, Meowth says, "We usually don't wash out this early in the episode!"
In "A Poached Ego": A character recalls his Pokemon while it's under the effect of Wrap, which is impossible in the games. Meowth shouts "Hey, that's not fair!" (note that in an earlier episode attempting the same indeed didn't work - the ball's recall beam was hitting the opponent pokemon instead of the intended target)
In "May's Egg-Cellent Adventure": Meowth says that James is giving him a pain, but he cannot say where because there are kids watching the show.
In "When Pokémon Worlds Collide!": When Team Rocket blasts off, James says, "Aren't we supposed to leave our audience wanting more?" Meowth responds, "You go tell that to the writers!".
In the Special "Mewtwo Returns": James comments that "this feels like a sequel to a movie I missed". This is the sequel of the first movie, Mewtwo Strikes Back, the events of which were erased from the characters' memories.
The 2nd episode of Cromartie High School has so much fun with this trope. The whole cast, with the exception of Kamiyama and Hayashida, perceive Mechazawa as a regular (human) high-school delinquent.
A brilliant example is found in One Piece chapter 229. When the Strawhats talk to Montblanc Cricket about getting to Sky Island, it's revealed that the exact conditions necessary to get there happen tomorrow. Usopp calls out on this.
Usopp: You say that the best opportunity to reach an uncertain location like Sky Island just happens to be TOMORROW!?!?
Many are absolutely stunned at the sheer havoc the Straw Hats can cause when they put their minds to it and are sufficiently motivated, due to Underestimating Badassery. Trafalgar Law later lampshades this before his fight with Donquixote Doflamingo.
Law: Will you be one of the countless many... that have come to regret underestimating them?
In Fairy Tail, Cana asks Levy where the book that conveniently explains Erza's Nakagami armor came from.
Team Erza have a tendency to walk in on Lucy's house at inappropriate times. One time, Gray thinks he might find her taking a bath. At which point he has a Imagine Spot of just that. His response? "It was bound to happen sometime."