I actually can't remember if MTM did (I have to rewatch it... I have to get the DVD first and rewatch it rather)... MFS had something, I'm sure of it. I'm pretty sure that in MCC, Rizzo and Gonzo kept breaking out of character saying "No no no... I'm PLAYING Charles Dickens." I swear VMX did as well... Oz broke out and had that Quentin Tarrentino cameo with him and Kermit talking about what SHOULD happen in the movie. I have to rewatch these. I'm sure there was something in MFS, though.I think they will. TMM, GMC and MTI seemed to reference the audience. I can't quite remember if the others did. Eeek, I should know that.
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Hulk Hogan especially.