I’m not a big fan of “breaking the fourth wall” in fiction. Sometimes it can be used effectively, when it’s subtle, but most of the time it is done tongue-in-cheek, as a joke by the writers to say, “Hey, it’s only a TV show, hee hee!”, which totally throws the viewer out of the suspension of disbelief that gives fiction its magic.
I think there is a difference between breaking the fourth wall and a show (or other extended work of fiction) satirizing/parodying itself. “The Zeppo” is an effective example of a show satirizing itself without breaking the fourth wall. It’s a subtler form of what most cases of actually breaking the fourth wall are trying to achieve and end up failing at.