BW-2 was the only one that I was aware of (having somehow missed HC-2). Personally, I thought BW-2 was a fine movie. Not nearly as innovative as the original, but perfectly serviceable as a standard horror film. And it featured a pre-*Burn-Notice *Jeffrey Donovan!
In Return of the Living Dead, the movie Night of the Living Dead exists in-universe, and is referenced by the characters when they first see the zombies.
…but it’s not a sequel–it’s just in a similar genre (horror and horror comedy). It’s like considering SCREAM a sequel to Halloween for the same reason.
It’s not a movie, but the third season of a Digimon (yes, a kid’s show) is set in a universe where all the other Digimon stuff was fiction. And that season is the absolute best of Digimon. It has the most three dimensional characters, and an actually interesting storyline, rather than character stereotypes and just a generic adventure plot with baddies of the week.
Not exactly the same thing, but sometimes certain comic book characters will have their exploits chronicled in an in-universe comic series which winds up looking a hell of a lot like back issues of same series.
In one the Sherlock Holmes stories, Holmes makes a dismissive comment about Watson’s book “A Study in Scarlet”. ASiS was the title of Doyle’s first novel* about the adventures of H&W.
This comment was echoed in the BBC’s recent re-imagining of S.H. set in contemporary times, “A Study in Pink”.
*Actually, the novel length story was originally published serialized in a magazine.
Not only that but Uncle Arther and Aunt Clara actually existed and were related to Isobel Bigelow who played Samantha on the revived Bewitched. Which means that either one of her relatives was a writer on the show and based characters off the family (which would explain why her parents never let her watch it) or movie script went threw several revisions by a committee of hacks.