Lampshade Hanging/Fan Works

Lampshades hung in fanfic and other fan works.

Half the humour in Yu-Gi-Oh the Abridged Series is hanging lampshades on ridiculous plot points, poor character traits, screwing the rules due to money, excesses of Serious Business and gratuitous use of ancient Egyptian laser beams, among other things.
- And in the same vein, Sailor Moon Abridged regularly points out its plot holes, and one of the scene transitions is Serena saying "plot hole!"
In the Broken Bow series, book 3, we get this lovely exchange when Ari Mc Murphy, who is incidentally a child of the Goddess of Chaos, keeps saying things like "At least it can't get any worse!" Things, of course, immediately get worse directly afterwards.

Armani: Ari, oh, dear, sweet, precious Ari...Have you ever heard of the term genre-savvy??

Played straight, and then lampshaded in this chapter of a Warhammer 40000 fanfic, which has the main character bash an Eldar Farseer and Space Marine Terminator with a fire extinguisher in much the same way as he did the previous chapter, gives a snark about the possibility of it becoming a running gag, then goes on to extinguish the smoldering lampshade behind him.
Chapter 8 of Takamachi Nanoha of 2814 by Shadow Crystal Mage makes fun of this trope, repeatedly having characters ask where other characters want lampshades hung, or variations thereof. It also plays this trope straight, sometimes in the same paragraph as the gags.
Kyon: Big Damn Hero as a TV Tropes/Haruhi crossover (whatever that means) seems obliged to lampshade everything. Well, when tropes aren't being discussed...
The Mass Effect Self Insert Mass Vexations does this a lot, particularly as far as the orange paperweight goes.
In Aeon Natum Engel, if the situation is lampshadable, it WILL be Lampshaded.
A Very Potter Sequel has a (seemingly) improvisational instance of this. There is a scene where Ron attempts to pull a poster of Taylor Lautner off the wall in Umbridge's office, but it appears the actor has too much trouble trying to tear it down and ends up returning to the group, saying "it's stuck on with magic!" When they appear in the next room -- which is the same area on the stage they just "left" -- they comment on the fact that "there's a Taylor Lautner poster in here, too!"
In this Glee fanfic, Rachel pretends to be a boy so that she can enroll at Dalton, and ends up being Kurt's roommate. Upon finding out that she'll be rooming with the only person in the place who is in on the secret, she says: "Oh. Well, that's ridiculously convenient."
Obsessive Lily Disorder The story is set in the seventies and Sirius is singing a lot of more modern songs. James points this out:

"Sirius, for Christ's sake," James sighed, "Will you ever stop singing random songs that probably haven't been written yet and are completely out of this time period?"
Sirius looked at him blankly. "Wha...?"
"Never mind."

In his Castlevania II: Simon's Quest With Lyrics video, Brental Floss is stopped partway through by the infamous "What a horrible night to have a curse" box.
There were a few lampshades to the writer of Ed, Edd N Eddy: The High School Years, particularly in chapter 5 and less so in chapter 4.
In Turnabout Storm, Ace Attorney and My Little Pony Friendship Is Magic crossover, Phoenix Wright unintentionally hangs a lampshade on the later series' massive non-target audience fanbase.

"Hey! Maybe I should tell Twilight about 'The Steel Samurai'. Amazing how a kids' show got so popular outside its targeted demographic."

- In another Friendship is Magic Fanfic, Silent Knight, Chapter 3 has Pinkie Pie, the resident Genre Savvy Cloudcuckoolander, lampshading the possibility that the Original Character may indeed be a Mary Sue. It has yet to be disproved.
In Fantasy Sports League: "It's unprecedented! In the history of literature and sports I don't think there's ever been a case where a group of ne'er-do-wells were able to band together and in the most unlikely of conditions, take on an all-powerful foe! This is amazing!"