Movies or TV Shows Where Characters Create Movies/TV Programs About Their Own Lives

There’s an episode of MAS*H where they make a film about life in a MASH unit (“Yankee Doodle Doctor”)

Near the end of “Annie Hall,” Alvy Singer (Woody Allen) is attending what looks like a rehearsal for a play based on his relationship with Annie (except Annie goes back to New York with him in his play rather than staying in LA)