How about Strange Brew? It starts with the Great White North TV show, then they show the home movie they made, (“most of the bowling alleys had been wrecked…so’s I spent most my time…lookin’ for beer”), then it shows the audience watching the Great White North TV Show and complaining about it. Bob & Doug are in the audience and then the rest of the movie follows their exploits.
However, it doesn’t end the same way - during the closing credits they’re back on the set of Great White North but don’t refer to the movie - it’s more of a credit cookie.
The Princess Bride follows a structure similar to that requested in the OP. The main story is framed by scenes of the grandfather reading the story to his grandson, and the narrative is interrupted several times for reactions by those two. Part of the story is even replayed as the grandfather tries to find his place after one such interruption.
It’s a long while since I’ve seen it but I believe Cinema Paradiso falls into this category. Doesn’t the main character go into a movie theater at the start of the film, thinking about the town and people that he left behind and the movie ends with him watching the movie that the projectionist made?
Juzo Itami’s Tampopo opens with a gangster dressed in white in a movie theater directly addressing the audience about the movie itself; but I can’t remember if this opening framing sequence occurs again before the end of the movie. I haven’t seen this movie since I was on my early 20s foreign movie kick.
But the movie that Salvatore watches in the theater is notCinema Paradiso, which it would need to be to fit the OP’s criteria. There’s no self-reference or “breaking of the fourth wall” in Salvatore’s actions.
Well, there’s closure, but not exactly a second frame. The gangster is shot several times, and collapses in the street. As he’s dying he says something like, “Shhh, be quiet. My movie is about to begin.” alluding to what he said in the theater about how when you die, you entire life unfurls before you like some long movie. It’s hard to say, though, whether he’s addressing the audience, or his girlfriend, who’s cradling his head, and it definitely isn’t in the theater where the movie began.
Dunno if this counts, but The Man of La Mancha (stage version, and to some extent the movie version) is a play within a play.
In End of Evangelion, there’s a very weird sequence (in the midst of all the other very weird sequences) of three women in a theatre (watching EoE, supposedly), while someone tries to make a meaningful monologue about the nature of existence.
Monty Python & the Holy Grail has the “Book of the Film” device which is referred to periodically, complete with the zoom shots onto the film visible on the page; as the camera zooms close-in, the movie rejoins itself.
Plus, that film had fourth-wall tomfoolery in the opening credits (“We apologise. Those who were responsible… have been sacked…”) and the closing credits, with the police arresting King Arthur, et al at the end. Not to mention the goofy bit of Arthur assassinating the historian in front of the TV documentary crew…
It was an unsold TV pilot called The Adventures of the Road Runner. It was released theatrically with the film Lad, A Dog, then the print was cut and edited into two cartoons. Zip Zip Hooray is the short which reuses the two kids footage.
Moulin Rouge! opens with the conductor who later appears in the film conducting an orchestra through the opening 20th Century Fox fanfare, curtains part and we start with sepia-toned film stock. IIRC Luhrman’s Strictly Ballroom has similar curtains closing at the end but I don’t know that’s meant to signify film-within-a-film.
Jeffrey has a moment when Jeffrey and Steve first kiss when we cut to two straight couples in the audience. The girls go “aw!” and the guys go “ew!” Jeffrey also addresses the audience frequently.
If we want to include basic “breaking the fourth wall” moments, Airplane! has a moment after Elaine leaves Ted in the airport and Ted looks into the camera and says “what a pisser.”
The VeggieTales Jonah and the Whale is similar to this. They’re on a trip, have a breakdown, then stagger into a diner to get help. While there, they meet another guy (I think) that tells them the tale of Jonah. (Either that, or one of them starts the tale to distract the kiddies and keep them from running amok. I forget.) We then jump into the tale, with interruptions at certain points to return to the diner. After the Jonah tale ends, we return to the diner and lo! help appears and they get back on their way.
