Not sure if these may be fourth wall breaking incidents but I'll list them anyway just in case:
Bamboo Leaf Rhapsody, involved going back to the all important
"3 years ago" which is not only an important plot point in the series but also when this whole Haruhi craze began as well. Coincidentally it also took 3 years for Bamboo Leaf Rhapsody to come out, the same time it took for Kyon and Mikuru to get back to the present.
Endless Eight, repeated itself eight times in a row for eight weeks, eight episodes straight.
The Sighs of Suzumiya Haruhi involved them making a movie, and the five episode that make up this arc is structured as so. The episodes begin and end abruptly as if it were one movie divided into 5 parts (much like how movies use to be split onto two VCD's in the past before DVD's).
The
official Haruhi website also likes to muck around now and then to match any current Haruhi related events. (too many to examples to name all, but one would be when
Mystérique Sign aired and the official website was altered to matched that of the corrupted version in the episode.)