I can't beleive noone has mentioned the Discworld series. In particular Discworld 2, the whole thing was you being told off for trying to do stupid things
my favourite moment being when Rincewind tells you off everytime you try and use money on something by going 'not everything works if you throw money at it you know!' that and it copied monty python (as eric idle did the voice of Rincewind)
Ahhhh.... whole game was 4th wall breaking heaven
Ahhhh.... whole game was 4th wall breaking heaven