It seems to me that there is a substantive difference between several cases that have been raised in this thread.
"Reader, I married him" is simply a first-person narrator acknowledging the presence of an audience for the first-person narration. This can happen in third-person narrations as well, especially where there is a strongly-voiced omniscient narrator separate from the characters in the story.
This, to my mind, is qualitatively different from a situation in which the characters themselves acknowledge that
they are in a fictional story. It's not just a matter of addressing the reader; it's an even more meta-level acknowledgment of the character's own place in the universe.
The latter is rarer, I would think, and probably harder to pull off, especially in a story that is not otherwise intentionally self-conscious and humerous.
What is referred to as "breaking the fourth wall" in TV or theater is perhaps somewhere in between; it is a character (rather than a distinct narrator) acknowledging the presence of an audience. Such acknowledgement implies that the character knows she is in a fictional story, in a way that "Reader, I married him" does not. "Reader, I married him" does acknowledge the audience but contains no explicit acknowledgement that the story is fictional.
There's yet another case I can think of, slightly different -- something Trollope often did, which is an omniscient narrator acknowledging not only the presence of the reader, but the fictionality of the narrative and the characters within it. Trollope often addresses the reader, referring to himself as "the novelist" and describing the difficulties that the novelist encounters in trying to craft a story that will be satisfactory to the reader (the quotation from Trollope in my signature comes from one such interjection.) Thackeray does it throughout
Vanity Fair, as well, repeatedly reminding readers that all the characters are players in a tableau of sorts. It is a rather 19th-century conceit, I suppose.