[[LampshadeHanging Lampshades hung]] on the radio.
* Spike Milligan must have been peddling lampshades when he wrote the latter episodes of ''Radio/TheGoonShow''.
* ''TheJackBennyProgram'' did this quite a few times with knowing winks about the commercials.
-->'''Jack Benny:''' And now a word from our sponsor. Take it, Don.\\
'''Don Wilson, the show's MC:''' "Jell-o." Take it, Jack.
* ''Radio/AdventuresInOdyssey'' has been around for over twenty years, and it knows it. Just to name one example, the narrator, Chris, ends every episode by giving the show's address and listing the main credits for the episode. The inevitable pokes at this have gone from prefacing it with a "(Ready?)" in "Switch", to having the show's production team hijack it over her protests in "500", which was topped in "Live at the 25" [[spoiler:when she led ''the entire audience'' in reciting it]].
** While the AprilFools episode "I Slap Floor" has everyone acting comically out of character, it works in a few jokes about the show at large amid the wackiness:
*** Connie and Eugene finally give in to their latent feelings for each other and decide to get married immediately. "There's no sense in a long, drawn-out, seemingly-never-to-end engagement."
*** Whit denies any evidence that he's losing it (chiefly, giving terrible advice) thusly:
--->'''Whit:''' Well, I-I'll prove it to you. Here -- look at this, I came up with a new invention today. It's a flying machine, made out of a boat with oars. And big helium balloons. And a propeller! [[WesternAnimation/AdventuresInOdyssey We can use it to rescue people!]]
--->'''Connie:''' ''(unimpressed)'' Uh-huh.
--->'''Tom:''' Why don't you take a nap, Whit...
--->'''Whit:''' (regathering notes) Oh, yeah, well... you'll all be sorry, next time somebody falls off a clock tower!
* ''Radio/TheHitchhikersGuideToTheGalaxy'': The Infinite Improbability Drive. Creator/DouglasAdams admitted that, having created a situation where anything that saved the heroes would be a ContrivedCoincidence, the only possible solution was to point it out, and then have them rescued with a [[ItRunsOnNonsensoleum Nonsensoleum]] space-drive that ''created'' Contrived Coincidences.
* ''CabinPressure'', a BBC radio sitcom about a very small airline, featured BenedictCumberbatch as one of the pilots, except for the first episode in Series Three when he was unavailable and the part was taken by another actor. This was lampshaded by the other characters discussing what they would do if one of the pilots was ill and deciding that they would think of something. The replacement actor entered at this point and the flight attendant complimented him on how well he was looking; only for the co-pilot to reply: "No, I think he looks exactly the same as always!"