Several of the cast of St. Elsewhere appeared in an episode of Scrubs, pretty obviously playing their SE characters, although not by name IIRC. Scrubs also had a nice bit with the hospital staff realizing that the janitor had been in the movie remake of The Fugitive (the same actor played the janitor and also a Chicago cop in The Fugitive).
In Castle, there were several in-universe references to Nathan Filion’s earlier TV series, Firefly. Two which spring to mind:
The Season 2 episode “Vampire Weekend” opens with Castle putting on Mal Reynolds’ (his Firefly character) outfit as a Halloween costume (and has Firefly-esque music playing in the background). The scene features this great dialogue between Castle and his daughter, Alexis:
“What exactly are you supposed to be?”
“Space cowboy!”
“OK…(a), there are no cows in space…(b), didn’t you wear that, like, five years ago?” (The episode actually aired four years after Filion’s final appearance as Mal, in the film Serenity.)
“So?”
“So, don’t you think you should move on?”
In the season 3 episode “Close Encounters of the Murderous Kind,” Castle and Beckett are pursuing a suspect, and come across two Chinese workers who don’t speak English. Castle speaks to them in Chinese, to Beckett’s surprise:
“Semester abroad?”
“Nah…a TV show I used to love.”
(In Firefly, the characters frequently used Chinese words and phrases, reflecting that the culture in that universe was a mixture of Western and Chinese.)
Not explicitly spelled out, but in Third Rock from the Sun Dick Solomon (John Lithgow) and the Big Giant Head (William Shatner) share their respective experiences with gremlins on an airplane wing from their respective versions of The Twilight Zone’s Nightmare at 20,000 Feet. I guess that would imply that those shows and the movie are in the same universe.
That may have been the year that the parade brought out an actual Bart balloon, but it didn’t look like the one on the show; the one on the show just had Bart in a spread eagle position, whereas the real one has him riding a skateboard (and it was set up so that Bart was “leaning into” the turn the floats make to get to the front of Macy’s).
And how did this thread get from “pairs of shows where A is real in B’s universe, but B is fictional in A’s” to “self-references”? In the latter, when Mork (Robin Williams) first appears on Happy Days, he is watching The Andy Griffith Show and says, “I like that boy, Opie” (played by Ron Howard). For that matter, both Mork and Robin Williams “himself” appear in an episode of Mork & Mindy, and there’s an episode of The Beverly Hillbillies where Granny mentions Buddy Ebsen, to which Jed says, “Who?”.
Plus there was the Simpsons episode where they go to a sci-fi convention and one of the attendees is wearing a Futurama shirt.
Also there was an episode where you see Bender’s chassis laying in the corner of the basement. There were several references to Matt Groenig’s “Hell” comic strip too.