VIDEO: These 400 movies are talking to you
Most of the time, movies pay special attention to keeping their internal reality consistent - they know it's all fake and we know its all fake but we're just engaged in a suspension of disbelief to go along with what's happening for the next 90 minutes or so.
Taken objectively, it's all a bit nuts but no more so than what we do while engaging with a play or being swallowed up by most forms of entertainment. But quite naturally there are works that break that pact, addressing the audience directly and breaking the fourth wall - a stage term used when the players give a shout out to the viewers in the dark.