Leave it to Remedy, the guys running the Max Payne franchise before Rockstar took over, to put their own paranoid protagonist through the ordeal. Skip to 1:57 for it - while in a drug-induced stupor (and getting the snot pounded out of him in the real world), Max realizes firs that he's in a graphic novel, and then that he's in a video game.
Somehow I doubt we'll see anything like this in Rockstar's Max Payne 3, but I guess you never know.
