In The Ultimates Issue 4, Nick Fury is asked who he would expect to play him in a movie featuring the Ultimates. His response is; "Why, Mister Samuel L. Jackson, of course. That's not even open for debate."
The entire first three issues of Wolverine and the X-Men featured pretty much everyone—Kitty Pryde, Xavier, Iceman and especially Wolverine himself—pointing out how ridiculous the post-Schism situation is.
In X-Men #157, Wolverine says to Cyclops, "Listen bub, I appreciate the faith in me, but I can't be on ALL the teams"— a nod to Marvel's tendency to put him in an unbelievable amount of titles.
In Batman, The Joker has fluctuated nigh constantly from harmless prankster, to larcenous loon, to homicidal harlequin of hate. Grant Morrison took note and made it part of his canon personality that, well, he doesn't really have a personality. He just reinvents himself every single morning. He first mentioned it in Arkham Asylum: A Serious House on Serious Earth, and revisited the concept throughout his stint that began with Batman and Son.
In an early, limited-edition Sonic the Hedgehog comic book (that has been collected in Sonic Beginnings), Princess Sally has blonde hair in the first issue, and in the next, she's a brunette. When she says she has something to tell him, Sonic asks, "You mean why you changed from a blonde to a brunette?"
This is also referenced in a later story where Sally goes on an angry rant and someone will be punished... because someone published a story that she dyed her hair from blonde to black.
A previously unpublished story had an ending where the Monster of the Week was shrunk down to a microscopic size, which Sonic finds he can't joke about. NICOLE then notes that, by her analysis, "Planet Mobius is about to get very complicated. New faces, complex relationships, entire worlds opening up!" This was referencing the Cerebus Syndrome the comic was undergoing at the time. Sonic, however, insists that Status Quo Is God. The story was finally published in Sonic Archives: Volume 5
When the comic began drifting away from being farcical to mirroring SatAM, it still had The Artifact of Boomer's name, who in the show was named Rotor. The editors pointed this out in the letters column in one issue and stated they would be changing it to match the show. The next several issues have various visual lampshades hung on this, such as the character wearing a "Hello, my name is Rotor" pin, and nailing a crude plank of wood with "Rotor" written on it over the "Boomer" part of his "Boomer's Shop" sign.
A more recent one happened during the "Endangered Species" arc. The end of one part has Sonic fighting Lien-Da and the Dark Egg Legion in Albion. The beginning of the next has Sonic coming to from being knocked out, realizes no one is there outside of him, Tails and Amy and comments that an entire population can't disappear like that. note It was because of the legal problems between Archie and former writer Ken Penders.
In Ultimate Spider-Man: Ultimate Venom attacks an art museum, Spider-Man fights him off, and (as usual) the NYPD tries to arrest him for the trouble. Spider-Man angrily points out that they're being idiots for pointing their guns at him when he just saved who knows how many museum patrons from being eaten. A nearby woman chimes in, "Spider-Man saved my baby!" Spider-Man's response: "You know what? THANK YOU! No one ever says anything nice, I appreciate that."
In Ex Machina, the main character of the series decided to release a biography of himself in graphic novel form. Brian K Vaughn, the writer of the series, appeared in the comic as one of the prospective writers for the biography, and in a conversation, said that he dislikes meta, as it takes him out of the story.
Mark Millar did this to death when he was writing Ultimate X-Men. Every time a plot device didn't make sense (the U.S. Army sending robots to fight Magneto, the Brotherhood goons not recognizing Cyclops, Professor X not noticing that the Hellfire Club was plotting against him, etc.), someone in the cast would point this out. You almost got the impression that Millar was simply trying to apologize for creating so many plot holes.
A Justice League of America comic has The Atom (along with someone else) shrink down smaller than an atom. The person asks how it's possible for them to survive, seeing as how the air molecules are too large for them to breathe. Atom basically replies, "I don't know. It's better if you don't think about it too much."
The writers for the Spider-Man arc "The Other" made a glaring continuity error during the story; in one issue, the villain Morlun broke Mary Jane's arm, but in the next issue her arm is unbroken. After the arc, J. Michael Straczynski wrote a scene in Amazing Spider-Man, where Peter Parker asked Tony Stark about MJ's arm. Tony provided an elaborate Applied Phlebotinum explanation (involving injecting a material in MJ's arm that acted like a cast but allowed her full movement of her arm). In the next frame, Peter and Tony appear to be looking directly at the reader with expressions on their faces as if daring the reader to challenge Tony's explanation. The next frame, the scene is forgotten and they return to the main plotline.
Joss Whedon's final issue of Astonishing X-Men has one of the characters say something to the effect of, "Your big plan was to bring back the destroyer of your world from the dead and then shoot the Earth with a giant bullet. Is everyone on the planet a complete idiot?"
In an earlier arc, when the Mansion is attacked by a Sentinel, Wolverine comments on the number of times the mansion was destroyed; "Next time we should just rebuild the mansion out of Legos!"
Peter David tells a story about how, while writing a particular issue of The Incredible Hulk, he handily had Bruce and Betty Banner escape from a damaged Skrull ship just moments before the ship exploded, but forgot to do the same for Rick Jones, whom he had technically just killed in the explosion without meaning to. Rather than rewrite the scene, he had the Banners watch incredulously as Jones floated down to the ground on a parachute. Knowing that the readers will see it for a shuck-and-jive, David then included the lampshading:
Rick Jones: Don't look so shocked. I always carry a miniature parachute with me in case I have to jump from an exploding Skrull saucer.
Bruce Banner: That's... that's ridiculous.
Rick Jones: Why? I needed to, didn't I?
In The Amazing Spider-Man #46 Just as Spider-Man is wondering where to start looking for The Shocker (A vibration based villain) He spots a cop in a police call box reporting strange tremors, causing Peter to say.
Spiderman Boy! if it had happened that easy in a movie, I'd say it was too phony!
In Amazing Spider-Man Annual 21, which depicted the wedding of Peter Parker and MJ Watson, J. Jonah Jameson helped finance their wedding reception on behalf of the Daily Bugle. Since Jameson is generally regarded as the biggest tight-wad in comics who isn't an anthropomorphic duck with a Scots accent, there is a bit of lampshading;
JJJ: Eat, drink and be merry, people. The Daily Bugle is proud to be sponsoring this wedding reception. Why, I'd want you to have a good time even if this shindig wasn't covered by the new tax laws!
A good portion of Fish Police's dialogue is dedicated to lampshading that the characters are fish ("Just give me five minutes with the genius who decided that fish should use stairs!") and/or Water Is Air.
This had led to some Early Bird Cameos in the sense that there are covers that, as of this cover's reveal, had yet to be seen. At least one (Hot Topic #3 variant) has proven that some of these yet-unseen covers are real.
When Rarity comments that the Hippie Ponies leave a mess during the bottling procces of their beauty products, Flax Seed says that's because filling tiny bottles is really hard when you don't have thumbs.
As Rarity starts to explain business principles to the crew, one comments to another that this would be a perfect place for a montage. The other replies that "Uncle Montage" left years ago.
In Marvel's second Damage Control mini-series, which featured She-Hulk (who at that time was 100% aware she was in a comic and often did things like making comments on the art or talking directly to her editor) as one of the cast, during a typical Marvel-smashing-empty-buildings fight Damage Control's construction foreman is keeping a count: "That's one ... that's two ... that's three ..." (Building falls down) "I keep telling them - when you break the fourth wall, the whole thing falls down."
Kick-Ass, at one point, tries to traverse the New York City skyline, but finds that the buildings are too far apart, and notes that, in comics, said buildings seem to be much closer and less high...