Dr. Doom once showed up at the Marvel offices and took off his mask for Stan Lee and Jack Kirby.
as already mentioned more than once, Clive Cussler frequently put himself in his books. One time he even put his wife in.
Philip Jose Farmer has included two characters with his initials into his books – Peter Jairus Frigate in the Riverworld series and Paul Janus Finnegan in the World of Tiers series.
Ian Fleming didn’t insert himself into the Bond books, but in On Her Majesty’s Secret Service he has Ursula Andress show up skiing at Piz Gloria with a fabulous tan because (as is not explicitly stated) she’d just been filming the movie Dr. No in the Caribbean. In one of John Gardner’s James Bond novels, Bond watches the Brian de Palma movie The Untouchables and observes that it features an actor he’s fond of.
Stan Lee and Jack Kirby also showed up at the end of Fantastic Four Annual #3 for the wedding of Reed and Sue, but they get turned away at the door.
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Alan Moore and Kevin O’Neill must’ve liked that, because they copied it at the end of The League of Extraordinary Gentlemen: The Tempest, where they get forbidden entrance to the wedding at the end.
Sigh. I remember reading that when it came out. Tempus fugit