Audience Monologue

Most monologues in the world of theater are directed from one character on stage to another, or to multiple characters, or sometimes to someone or something that is not even there (which makes it an apostrophe). An Audience Monologue is when a character delivers a speech to the audience. This does not require Breaking the Fourth Wall; the audience does not need to be referred to as an audience, and the character does not need to recognize his or her fictional nature. Rather, the effect is that the audience is drawn into the play as a (frequently ambiguous) separate entity in the plot. Sometimes the audience is meant to be a crowd assembled at the scene being portrayed; sometimes the audience is supposed to be a projection of the character's own consciousness, making the monologue reflect an interior thought process.

Often referred to as a soliloquy, although soliloquies are not necessarily directed to the audience. Lady Macbeth's famous "Come thick night" soliloquy is directed first to her absent husband, and then to the "spirits that tend on mortal thoughts".

Note that, when the Fourth Wall is left otherwise intact, an Audience Monologue technically is talking to someone who is not there, at least In-Universe.

Musical theater often uses songs for this effect, which means the Audience Monologue proper is more frequently used in non-musical plays. It is also a staple of Narrators throughout theatrical history.

Theatre

 * The Glass Menagerie begins and ends with these from Tom; the opening explaining the setting and conventions of the play, and the closing explaining the aftermath of the play.
 * The Laramie Project is almost entirely composed of these, as most of the text is taken straight from interviews with real Laramie residents.
 * Many Shakespearian soliloquies can be played this way, especially Iago's in Othello. However, they are just as often addressed to God(s) or forces of nature, and sometimes played as the character speaking his or her thoughts aloud to him/herself.
 * The best (and most famous) example is Prospero's monologue at the end of The Tempest. It's Shakespeare's farewell to the theatre, and one last request for applause.
 * Pretty much all early modern theatre is full of Audience Monologues—as is anything written before the advent of stage lighting, in fact. Before light could be directed at the stage, everything had to be performed in ambient light, which meant that the actors could see the audience quite easily. And of course, it's much easier to talk to people you can see. (Plus, in a company of maybe sixteen or so, it's a whole lot more convenient to use the audience for armies or court scenes or whatever than to bring a bunch of extras onstage.)
 * Equus features (and indeed, opens with) Dr. Martin Dysart talking at length and frequently to the audience. Who the character is supposed to be addressing is up for interpretation, but the easy answer is that these are enactments of his own internal struggles.
 * Peter Schaffer's other famous play Amadeus more or less duplicates this effect with its own older male lead, Salieri. In the movie, his monologues are depicted as being part of a confession to a priest.
 * The final scene of Angels in America is one of these by Prior, occasionally interrupted by a conversation going on within the scene itself. Before this, Harper's last scene consists of one of these as well. Part II (Perestroika) begins with one by Aleksii Antedilluvianovich Prelapsarianov, the World's Oldest Bolshevik (don't ask), in which the audience is substitute for an assembly at the Kremlin.
 * Father Flynn in Doubt has several of these, most of which address the audience as a congregation.
 * reasons to be pretty by Neil La Bute contains one of these by each of the main characters.
 * Gallimard in M. Butterfly addresses the audience a lot, as do a few other characters. The whole play is rather fourth-wall-breaky, really.
 * Nikolai Gogol's "The Inspector General": "What are you laughing at? You are laughing at yourselves!"
 * Act 2, Scene 1 of Sara Ruhl's Dead Man's Cellphone is nothing but 4-6 pages of the titular dead man alone onstage speaking to the audience about his last day alive - it's the first time he's spoken in the play, being, well, dead and all.
 * Anna Deveare Smith's Twilight:Los Angeles is a good example of this storytelling device.
 * Medea opens with the Nurse explaining what's happened to piss Medea off. Lampshaded when the children's tutor comes up to her and asks why she's talking to herself.
 * Brian Friel's Faith Healer is nothing but this. A two hour play in four scenes, each scene is one character monologing. Some of each monologue discusses the same events from different points of view.

Theatre: Musical

 * A rare musical example: John Adams' opening speech in 1776.
 * The narrator of The Drowsy Chaperone is a musical theatre enthusiast sitting in his living room talking to the audience about the titular Show Within a Show, providing a running commentary as the action of that show unfolds. So, basically, almost everything he says is in this vein.
 * Tevye's monologues (at least the ones not directed to God) are directed towards the audience in Fiddler on the Roof.
 * Hello, Dolly! contains a few, mainly held over from Thornton Wilder's play, The Matchmaker, on which the musical is based. In The Matchmaker, they are used quite frequently, with most of the main characters receiving at least one.