Rules are made to be broken. The first thing you learn in an "acting for film" class is this: Don't Look In The Lens! Why? Because it breaks the fourth wall. Does what? It shatters the illusion that we are safely observing recorded events. By looking directly at the lens, you are looking directly at the audience and this always (ALWAYS!) has a shocking effect.
Most of the time this is done in a winking, post-modern way, to acknowledge the fact that we are just watching a movie. For eerie effect think Funny Games. More common, though, is comedy. Think Ferris Bueller (although Groucho Marx did it way before he did.) My all time favorite double-take to the lens was done by Eddie Murphy in Trading Places. The old men Mortimer and Winthrop are trying to explain commodities trading and they show him examples of the products they work with, such as "bacon - like you might find on a bacon, lettuce and tomato sandwich." Murphy is dumbstruck that these two guys are talking to him as though he is a moron, but there's no one he can turn to. No one but us. Observe:

So that's the most common use of a glance to the camera. The other, even more common, is simply "when you are seeing something from someone's point of view."

In Full Metal Jacket, Sgt. Hartman slugs Pvt. Joker in the stomach, sticks a finger in his face and this is what we see.
But what about more innovative and bizarre uses of actors looking directly in the lens. Not breaking the fourth wall, but perhaps just tapping it? Some of these examples may seem like it is just POV like the Full Metal Jacket image above, but there are other kooky things going on. Let's take a look.