Lampshade Hanging/Comic Books

In the Marvel Ultimates series, 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."
Wolverine has openly acknowledged that his real mutant power is multi-tasking.
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 ~~constantly~~ 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 were 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- A previously unpublished story had an ending where the Monster of the Week was shrunk down to a microscopic size, which Sonic finds he can't joke about.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 farcifal 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.
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 replies, "I don't know."
- It's worse than that: he actually says that it is 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?"
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 Kree 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 incredulous 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:

Bruce Banner: Where the heck did you get a parachute?
Rick Jones: What? Oh that. I always carry one around with me, in case I ever have to jump out of an exploding Kree spaceship at the last minute.
Bruce Banner: In case you... that's the silliest thing I've ever heard! How often could you possibly...
Rick Jones: (interrupting) Just the once, so far.