Annihilators: In Annihilators: Earthfall, when the Magus imprints his consciousness on a huge chunk of the U.S. population, the panels are laid out so that the people he possessed are all staring directly at the reader.
Deadpool: Deadpool Kills the Marvel Universe ends as he jumps from his world to a Marvel conference room, assuring us that after he's done with his authors, he'll go after us. According to one issue of his ongoing series, he's already started and actually kills a person reading the comic... where that person is killed. He states that his plan is to kill all his fans so that he can finally just die. And chances are, if you're reading the comic, you are one of his fans.
The Infinity Crusade: The heroes tricked all of reality, including the reader, into thinking they were burning alive, in order to fool the villain. The villain wanted to fry everyone for real. Everyone brushed it off as a moment of realistic daydreaming. Nice going, heroes.
The Ultimates (2002): Hulk jump to attack the aliens in the direction of the reader.
What If?: "What If the Heroes Lost Atlantis Attacks" (vol 2 #25) ends with that Earth in ruins, most of humanity snake monsters and Set's monstrous snake children feasting on who's left. Now grown, the children open dimensional gateways to other realities to conquer. The issue ends with the Watcher pointing at the reader with "And, dear reader, your reality may be next!"
