The Fourth Wall
What fourth wall?
It's rare that the characters' own awareness of the film they're in is actually a motif of the movie as a whole, but in The Holy Grail the fourth wall has been broken so many times that there's a permanent hole in it.
Exhibit A: the scene in which Dingo (Zoot's twin sister) starts talking directly to the audience about whether her scene is any good. Dingo admits that the directors thought about cutting it (ironically, they did end up cutting it, only to release it later on home-release versions) and the cast starts interacting with her from within their various set pieces.
Not only does she talk to other characters with no connection with her (aside from the fact they're in a movie together), but many of the characters are ones that we haven't even seen yet. There's Tim the Enchanter, the Bridgekeeper, and Arthur's army…who we don't even know about until the final scene.
The wall takes another hit when the dreaded animated Beast of Arrrggghhh is chasing an animated version of Arthur and the Knights. The Narrator informs us that the situation looked hopeless for the unfortunate knights, until the animator had a heart attack and the Beast disappeared. We see animator drop dead at his desk, and the Beast disappears from the scene.
The wall comes completely down with the policemen who end the movie. They literally walk up to the camera guy and turn off the camera. The cameraman is usually a non-entity in most films—the camera is purely how the audience is able to access the film. But our own perspective as viewers is brought to our attention.
In fact, if we look closely, we can see the whole film crew in the reflection of the police van. So the audience are characters and the characters are the audience… basically the flimsy fourth wall has been pushed over like a model castle, creating a bridge between the experience of the film and the film itself. (And we don't even need to know the capital of Assyria to cross it.)
What's interesting about this is that, even with the intrusions of self-consciousness throughout the film, we still get caught up in the story. We feel we're watching the knights on their quest, and not just a parody of filmmaking. Maybe that's because the story of Arthur is so familiar that we fill in the gaps as they go along, but we like to think that it's a little bit of genius on the part of the writers.