What I'm getting at is movies where it is intentional that the actor looks directly into the camera.

Here are 2 examples that I can think of.

Trading places.
When Eddie Murphy is being taught about the trading of pork bellies, which you might find in a bacon lettuce and tomato sandwich.

Animal house
When John Belushi has climbed the ladder to the girls frat house and they begin to undress he turns to camera.

Blame It On Ginger

Pratically every movie Stan Laurel and Oliver Hardy ever appeared in!

The Frankie Howerd films

Both versions of Alfie and also Shirley Valentine

Ferris Bueller's Day Off

Charles Hawtrey in Carry On Camping (and I think Sid James does as well)

Funny Games

Jack Nicholson, twice in The Shining.

Sunset Boulevard - Gloria Swanson "I'm ready for my close-up"

Fight club

As soon as I saw the thread title, this popped into my head and I thought 'ooh I'll post that', not realising the age of the thread and that I'd already contributed. Weird atavistic subconscious memory recollection mechanism? Or just mucky-mindedness. I wonder.

Kuffs...little known early 90s Christian Slater action fick .
He spends half the film breaking the 4th wall

The last shot of This Is England

kevin in home alone 1 .. when he is carrying the shopping home and the bags split .. love hes expression into camera. also when he says 'my family have disappeared' and raises hes eyebrows.

Rocky Horror Picture Show - Frankenfurter

The vampire doorman in Dawn till Dusk

Robin Hood: Men In Tights

The Mask

The Blair Witch Project

Reefer Madness

Julie Andrews in Thoroughly Modern Millie, several times!