It's Garry Shandling's Show(1986)

Garry Shandling stars as himself, a neurotic, sardonic stand-up comedian who just happens to be aware he is a sitcom character. Garry spends just as much time interacting with the studio audience as he does the regular cast members, performing monologues and show-closing summations of the episode's events. However, everyone knows they're on TV, not just Garry; and the audience (itself a character) is often involved in the storyline.

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