Deadpool is known for being able to see through the fourth wall and snap it in two if he wants to. The reasoning is because he's a very special kind of insane, which occasionally allows him to perceive things others cannot. From being able to see the yellow boxes that he thinks in, to referring to the last time he showed up by issue number, Deadpool's odd observations are even occasionally plot points; for example, Deadpool is unaffected by Marvel's recent massive retcon of the past twenty years of Spider-Man's history, leaving some fans to speculate it was put there as an editorial escape plan if necessary.
Likewise, She-Hulk is known for knowing about the fourth wall, particularly during her Sensatonal run under writer John Byrne. She has had arguments with editors and artists, has at least one time used panels to win a fight or skip over boring parts of a story, and has complained about advertisements or used them to her advantage. Ever since however, it has been a case of Depending on the Writer: some writers ignore it (it was once retconned entirely as a "side-effect of her gamma-irradiation", which caused her to see things that may not have been there); others would make this facet of the character ambiguous (the only time Dan Slott's take on the character even hints at this ability is in his third issue, which doubled as the 100th issue overall); and still others would have her explicitly break the fourth wall, but only sparingly.
Lyra has revealed she also has a perception change ability, but instead of seeing the fourth wall, she sees all gamma particles when in a meditative state. According to some sources, she still has the ability but just lets Deadpool have fun with it instead.
There's also Squirrel Girl and her squirrels, Fun Personified. In the GLA she was only allowed to break the fourth wall during the recaps. But Monkey Joe and Tippy-Toe didn't sign any contract (why would they?), so for them, there is no fourth wall.
When Deadpool and Squirrel Girl team up in a GLA special, the Fourth Wall doesn't so much break as slink away quietly with its tail between its legs. Rather than explain to her in detail what happened to her boyfriend Speedball, Deadpool just hands a copy of the relevant comic to Squirrel Girl and lets her read it.
Most of the characters written by Fabian Nicieza become Fourth Wall Observers during the recap pages. They are allowed to, because the recap pages are not in continuity (a clause even Deadpool is forced to follow).
Which doesn't prevent him from, in the story, wishing that the recap page were in continuity so he might have a clue about what the hell was going on.
Amazingly, these recap pages are in continuity for Squirrel Girl.
The Unbelievable Gwenpool is what happens if you let a comic book nerd loose in the comics she is a fan of. Up to and including narrating her own exploits, identifying (occasionally criticizing) the writers and artists on the book, trying to invoke/exploit tropes and falling on her face when she runs into a subversion. The difference between her and Deadpool however, which is outright stated in Gwenpool Strikes Back, is that her use of the fourth wall is often done for the sake of pathos. She eventually realizes that just because she's aware of the audience doesn't mean she isn't still subject to the same rules as everyone else: this not only includes in-universe occurrences, but also things like her personality changing depending on the creative team and needing to maintain reader interest or else be at risk of being permanently retired or even Killed Off for Real.
Modern Loki is an interesting case... the jerk will happily tell everybody that he's living story or lecture about the plot. But he's generally a subversion, as his worldview is about the gods being metafictional in the Marvel Universe, but from this doesn't leap to the conclusion that the whole universe around him is fiction. Generally.
In issue 66 of Alpha Flight, Whitman Knapp becomes one of these for the length of the issue, treating the writer with sarcasm. It turns out to be a delusion created by the Dreamqueen.
The Incredible Hulk: The Hulk used to pal around with a group of super-powered do-gooders called The Pantheon. Except Paris wasn't quite the do-gooder they thought. In addition to causing outright chaos, he speaks to the reader, is aware when the end of the book is coming up and at one point, turns the book OFF. Creepy.
Rick Jones, long-time superhero sidekick, has developed 'comics awareness' as detailed in Captain Marvel #60.note The ability is a parody of Captain Marvel's own "cosmic awareness" superpower. He does not seem fully aware he is in a comic book, but he can clearly see the forest for the trees. Years of dealing with cosmic beings who can rewrite reality on a whim has made him the most genre-savvy of the entire Marvel Universe. He recognizes when it is time for the wacky adventures to stop for now. It's not perfect, mind, he accepts the comforting delusion that his wife had a pleasing lesbian affair due to telepathic influence, not because she was bi and the marriage was on the rocks.
