Fourth wall

Sometimes a character in the Crash series will state an actual Crash game, or look at the player, which is called a fourth wall breakthrough, and this has happened several times in the series.

Crash Bandicoot
Before Crash hops on a hog in hog levels, he turns around and looks at the player and raises his eyebrows up and down.

Crash Bandicoot 2: Cortex Strikes Back
Like the previous game, Crash raises his eyebrows up and down and looks at the player before hopping on Polar in Polar's levels.

Crash Bandicoot 3: Warped
When Crash is smacked with a Two-Headed Giant's club in Double Header, Crash will hit the screen and slide down.

Crash Twinsanity
The last skunk seen in Jungle Bungle expresses his displeasure at having acted as a common enemy to get stomped on for ten years (despite the first Crash game having been released 8 years before Twinsanity): "Hey hey hey, yeah you, I've been doing this, for TEN STINKIN' YEARS!, back and forward, back and forward, AND I'M SICK OF IT! WELL I'M NOT GONNA DO IT NO MORE!".

Cortex blasts Farmer Ernest gaining the crystal he had he then looks at the player and says "I'm an evil scientist, what do you expect? This isn't a game."

Cortex mentions to the penguins at one point that the reason of why he couldn't pay them was because "The Wrath of Cortex didn't do as well as we'd hoped".

Just as Cortex, Crash and Nina jump into the 10th Dimension, Cortex references the game's rushed development by saying "Come now as we explore a new dimension! It should've been two new dimensions but we ran out of time."

Victor of the Evil Twins could have possibly broke the fourth wall when him and Moritz are about to be eaten by Evil Crash. He says "Well this is one heck of an ending.".

Crash Tag Team Racing
Von Clutch mentions that he has all of Crash's Games and that they are his favorite video game heroes.

When the yeti eats Crash in the Die-O-Rama Cold Lunch, he looks at the camera and shrugs his shoulders.

Sometimes, Crash waves at the camera and even smiles in some Die-O-Ramas.

Cortex will ask the player if they're trying to make him lose if the car keeps crashing or skidding into walls by saying "Excuse me gamer, are you trying to make me lose?!".

Crash of the Titans
Cortex mentions that his name is on the stationary, referring to Radical Entertainment, he also pulls out a contract.

Tiny says to Crash "I'm still mad about the last game." referring to Crash Tag Team Racing, which he did not appear in.

In the DS version, Tiny says "Cool, maybe I'll get my own series now!" if the player dies during his boss battle.

Uka Uka prolongs a cutscene so he can enjoy the dramatic background music.

The Voodoo Bunnies are discussing Uka Uka's personality issues, saying that he's feeling self-conscious about not having a body, and mentioning that "He had body briefly in Twinsanity, but that was no fun for nobody", mentioning Uka Uka's boss fight possibly meaning how short it was in said game.

It's possible that Ratnicians broke the fourth wall about saying two well known video game characters (Mario and Sonic).

Crash: Mind Over Mutant
N. Brio yells out in a cutscene "I, was in the First GAME!!".

One of the Slap-Es says "Curse you video games!".

Like the prequel, Ratnicians possibly broke the fourth wall about saying two well known video game characters.

Trivia

 * In all Crash Bandicoot games (that had characters talking) to date, Cortex made the most fourth wall breakthroughs, at 4.