The classic for me is that Return of Moriarty episode from ST:TNG, when Picard concludes with the line "Maybe that's all we oursleves are, a story in a little box in somebody's living room" -- or words to that effect. :)

There was also a later Millennium episode which played with the notion that the characters were violating the rules the creator (Chris Carter) had set for them. It wasn't particularly good, though, so I don't remember it well.

And the Simpsons does it all the time, of course, but it can't really be classified as an action-drama.