None of Shakespeare's characters break the fourth wall. As I have pointed out in a related question, the first Western publication that defined the convention of the fourth wall was Denis Diderot's Discours sur la poésie dramatique, published in 1758, almost a century-and-a-half after the end of Shakespeare's career. In addition to the fourth wall, Diderot also urged the use of prose dialogue and detailed pantomime but his ideas on staging had little influence on the theatre of his time (Brockett and Hildy, page 277, 291).
The "fourth wall" is a convention that was developed mainly in the nineteenth century, during which the box set gained wide acceptance. Brockett and Hildy inform us that the Bancrofts (Marie Wilton and her husband Squire Bancroft) did a lot to win acceptance for the box set (page 396):
The Bancrofts also firmly anchored acting behind the proscenium arch. The retreat from the forestage had begun with Garrick, but, despite several attempts to abandon the proscenium doors, they were not removed at Drury Lane until 1822 and at Covent Garden until 1823. (...) The apron persisted, however, and actors continued to use it. But after 1867, the "fourth wall" was always respected at the Prince of Wales's Theatre. When the Bancrofts moved to the Haymarket in 1880, they extended the gilded proscenium arch across the bottom of the stage to emphasize the picture frame. By 1900 the use of the apron had been seriously curtailed in virtually all of London's theatres.
The developments described here took place more than 250 years after Shakespeare's death.
In France, the theatre manager André Antoine took the "fourth wall" even further (Brockett and Hildy, page 429):
The "fourth wall" was observed consistently; in designing settings, he arranged rooms as in real life and only later decided which wall should be removed. Often furniture was placed along the curtain line, and actors were directed to behave as though there were no audience.
Fintan O'Toole is right when he points out (page 16) that
In Shakespeare's time there is no convention which says that an actor cannot notice and address the audience. On the contrary, the audience is noticed, winked at, teased and made aware of itself.
J. L. Styan argues that Elizabethan theatre derived at least part of its vitality from the apron stage and the easy access it gave the actor to the audience (page 17, emphasis added):
The platform's vitality derived from this quality of its central control of the house: the immediately felt contact with the spectator, the absence of an inflexible 'fourth wall' of darkness to which actors play in a modern theatre. The audience was not there to counterfeit its participation in the play, like that watching a Victorian melodrama. It was caught up in an act of creative collaboration.
What modern audience experience as "breaking the fourth wall" appears to derive from one of the strengths of the apron stage. Styan gives several examples of characters that address the audience.
The character "Rumour" in the Induction The Second part of King Henry the Fourth:
Open your ears; for which of you will stop
The vent of hearing when loud Rumour speaks?
Flavius in Act 1, scene 1 of Julius Caesar:
Hence! home, you idle creatures get you home:
Is this a holiday?
(This may not seem like an address to the audience unless one knows that the groundlings were often lower-class people who should have been at work.)
The stage-keeper in the Induction of Ben Jonson's Bartholomew Fair:
Gentlemen, haue a little patience, they are e'en vpon comming, instantly. He that should beginne the Play, Mafler Littletvit, the Proctor, (…)
Wellborn at the beginning of Philip Massinger's A New Way to Pay Old Debts:
No bouse? nor no tobacco?
When the actress playing Cleopatra catches a "fish" from the audience in a performance at London's Globe Theatre (Antony and Cleopatra, Act 2, scene 5), that may seem like a fourth-wall breaking moment to an audience that is used to a box set, but the apron stage at the Globe, where the audience stands on three side of the stage, has no imaginary fourth wall between the actors and the audience.
The audience of Shakespeare's plays was already aware of the theatricality that characterised the performance. As Perry McPartland writes in his doctoral dissertation,
in the early modern public theatres where Shakespeare’s plays were originally put on – in which performances took place in the open-air, on bare or almost bare promontory stages, and unfolded according to dramatic traditions that had yet to find place for realism and its fourth wall, wherein the performance of persona bore no imprint of Stanislavsky’s method – the sense of drama’s duality was much more prominent.
What the other answers to this question describe has nothing to do with breaking of the fourth wall (from the point of view of Shakespeare and his contemporaries) and rarely fits into the category of "lampshading". Several of the examples given are more properly described as metatheatrical references. Breaking the fourth wall and metatheatricality are to some extent related, but not every instance of breaking the fourth wall can be categorised as metatheatre. For example, the scene from Antony and Cleopatra (see above), which feels like fourth-wall breaking for a modern audience, is not explicit metatheatre.
Hence, the correct answer to this question is that none of Shakespeare's characters break the fourth wall but many speeches that feel like wall-breaking to a modern audience can be seen as metatheatrical references.
References
- Brockett, Oscar G.; Hildy, Franklin J.: History of the Theatre. Eighth edition. Boston: Allyn and Bacon, 1999.
McPartland, Perry:: Shakespeare and Metatheatrical Representation. Doctoral thesis. Kristiansand: University of Agder, 2020.
- O'Toole, Fintan: Shakespere is Hard, but so is Life. London: Granta, 2002.
- Styan J. L.: Shakespeare's Stagecraft. Cambridge University Press, 1967.