From musicals, another good one is Into the Woods with the narrator being dragged into the action at one point gb or fnpevsvprq gb n tvnag... ohg yrnivat gur punenpgref gb erterg univat bss'q uvz jura gurl ernyvmr gurl qba'g xabj jung gurl'er fhccbfrq gb qb arkg. There's also the implication at the end that the narrator himself is the Baker's son, passing on the stories that his father told him...

Also: I'm still one volume away from the end, but one that has really struck me is the Princess Tutu anime. On its most basic level, the setup deals with a prince and a crow who escaped from the pages of a story and the magical Princess Tutu who is helping them return. But when the story starts to play itself in the "real" world, the lines between reality and story become practically non-existent, with characters aware that they're in a story and bar punenpgre qvfpbirevat gung ur vf qrfpraqrq sebz gur bevtvany nhgube (jub vf nyfb gur aneengbe/pbzzragngbe bs gur frevrf) naq guhf unf gur cbjre gb nssrpg gur pheerag fgbel jvgu uvf bja jevgvat.