Okay, I had to look up this fourth wall thing. And not all of the above movies seem to fit.
"The fourth wall is a performance convention in which an invisible, imagined wall separates actors from the audience. While the audience can see through this "wall", the convention assumes, the actors act as if they cannot."
"In fiction, "breaking the fourth wall" often means having a character become aware of their fictional nature. This can range from your character advising you to "Press X" in a tutorial all the way to Psycho Mantis reading your memory card and mentioning the other games you've been playing. However, the most direct violation of the fourth wall would be a character openly acknowledging they are in a video game or even directly speaking to you, the player, instead of to your character."
""Breaking the fourth wall" is any instance in which this performance convention, having been adopted more generally in the drama, is violated. This can be done through either directly referencing the audience, the play as a play, or the characters' fictionality. The temporary suspension of the convention in this way draws attention to its use in the rest of the performance. This act of drawing attention to a play's performance conventions is metatheatrical. A similar effect of metareference is achieved when the performance convention of avoiding direct contact with the camera, generally used by actors in a television drama or film, is temporarily suspended. The phrase "breaking the fourth wall" is used to describe such effects in those media. Breaking the fourth wall is also possible in other media, such as video games and books."
Any Monty Python, maybe but what's with these other movies listed? When I saw Annie Hall, listed in the first post, I thought I must misremember the thing, after all it was decades ago that I saw it. And I admit to not seeing many of the movies above. But I don't remember anything smacking of audience interaction for many of them.