Didn't Stargate have a show inside the show called Wormhole Extreme or something like that? And Peter DeLuise who directed Stargate was the director on the fake show as well.

Spike Jonzes's Adaptation shows Charlie Kaufman writing the screenplay for the movie in itself.

The entire Muppet Movie is about going to Hollywood to make The Muppet Movie.

And of course, the ending of Holy Mountain.

Seinfeld has an arc where Seinfeld writes a show about his own life, aka the show we're watching. clip

The Japanese film One Cut of the Dead: I don't want to explain too much, but if you want a movie that takes this concept to the furthest degree then you should check it out.

I thought it was interesting that Modern Family was sort of presented as a reality show, but as far as I can remember, they never showed any of the crew/interviewers.

Episodes (starring Matt LeBlanc as himself) is very much up this alley. It's a show about two British TV writers adapting their big BBC hit for American TV. It's also one of the more underrated shows out there, I don't see a lot of people talking about it and frankly it's excellent.

One Cut of the Dead is one that comes to mind, you can watch the zombie movie at the start, and then the rest of the movie is the crazy things that went on in the background to make the movie. It's a lot of fun.

Not exactly what you asked for, but Dr. Horrible's Sing-Along Blog had a director's commentary track that was also a musical.

Astroid city by wes anderson is very meta. The lead talks to the director in the movie asking about his motivation etc.

Oh, also the Human Centipede trilogy. I haven't seen it, but my understanding is

Funeral Parade of Roses is intercut with interviews with the actors.

The Muppet Movie is all about the Muppets meeting and trying to get to Hollywood to become movie stars. At the beginning and end you see the Muppets in a theater watching their own movie.

Actually a lot of other Muppet content is similarly meta.

The Wizard of Speed and Time is a feature-length indie film about the creator's struggles with creating the original short film that inspired the movie.

Teen Titans Go! To the Movies is about the Teen Titans going to Hollywood to try and get their own movie.

Synecdoche, New York

maybe? A movie about a theatre piece explaining the life of the author making this show.

Or best of all, Troll 2, and its explanation movie « Best Worst Movie ».

Trailer park boys regularly address the film crew. In one of the later seasons Tom Arnold plays himself as a superfan of the show, and geeks out over the characters

Clerks 3 is about Kevin Smith's heart attack and then making of a movie very similar to Clerks.