I'd also add The Player, whose ending suggests that we've been  
watching a film made by the characters.

And the entire genre of mockumentary might fit in interesting ways.  
Albert Brooks' Real Life is a good example.

-Jason

-- 
Jason Mittell, Associate Professor of American Studies and Film &  
Media Culture
Middlebury College
204 Adirondack House
Middlebury, Vermont 05753
(802) 443-3435 / fax: (802) 443-5123
Homepage: http://seguecommunity.middlebury.edu/sites/jmittell
Blog: http://justtv.wordpress.com




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