The fourth wall is the imaginary "wall" at the front of the stage in a traditional three-walled box set in a theater, through which the audience sees the action in the world of the play. Speaking directly to, otherwise acknowledging or doing something to the audience through this imaginary wall is known as "breaking the fourth wall".
There are instances in the Sly Cooper series where characters of the game break the fourth wall.
Sly Cooper and the Thievius Raccoonus
Sly 2: Band of Thieves
Bentley will still occasionally tell Sly to press certain buttons to perform actions, such as , or to ping a waypoint by clicking in . During a commercial for Sly 2, Bentley says that "the whole mission is blown without someone at the controls" and Sly taps his cane on the camera twice and says "So... you in?"
Sly 3: Honor Among Thieves
Much like the previous two games, characters will be told by Bentley or others to press certain buttons in order to perform tasks, notably during the Hazard Room missions.
Sly Cooper: Thieves in Time
In Feudal Japan, El Jefe looks at the player and says "Shh" when Rioichi Cooper approaches, along with the typical button pressing dialogue.