The "fourth wall" may be a concept more suited in movies, plays, video games or even literature. For instance, in a play the actors and actresses are not supposed to interact with the audience, creating a virtual wall between the two groups. Nonetheless, the singers and bands do interact with their audiences when performing. A band can ask the audience to sing along with them a well-known song, or introduce themselves while singing among many other forms of interaction.
But even so, there are some times that I feel like some kind of fourth wall has been broken while listening to some songs. Usually a song tells a story that can be narrated in first person, third person or even in an impersonal way, but even if the song tells a story about the singer itself, only seldom it is completely made clear.
I was listening to some Beatles' songs when Only a northern song started to play:
If you're listening to this song
You may think the chords are going wrong
But they're not
We just wrote them like that
This song references itself in the lyrics, and the singer references the band by using "we". I felt indeed that a fourth wall had been broken but it could be something similar to metafiction. In fact the Wikipedia states that it is a meta-song.
So the question is, does the concept of "fourth wall" exist at all in music?