I think I remember the McDonald's thing in Azumanga Daioh! I also remember the "Bonklers" having a conversation about how to pronunce certain foriegn celebritie's names... I'm not sure if it's particularly American, as they were talking about Chinese martial artists, but the ones that have starred in many a popular American film... Bruce Lee... and I think they mentioned Jackie Chan, but I'm not sure.
In Petshop of Horrors (which is set in New York City, anyway), the "Despair" story shows the apartment of an actor and the poster from his one-hit-wonder movie on the wall. It is "Space Wars" or some similar title... a clear rip-off of Star Wars. It's also in Engrish.
The character's name is Robin Hendrix. The poster says "Starring Robin Hendlix".
Hmmm... in readin the Petshop of Horrors manga... there are probably some refs that I'm forgetting, but in the lastest one, "The X-Files" is mentioned.
Not in the anime, but in the manga of Trigun... Nightow puts some little sight-gags. He likes to make these goofy joke-covers to go with the serious covers. I've seen Milly and Meryl doing "Indiana Jones" parody and, online, from a scan, "Star Wars" parody. Also, in the manga, during BDN's raid on the sand steamer, when Vash bursts through the vent going after Kaite, - I almost laughed myself sick! He has Wolverene claws! I didn't notice it at first, as it's an actiony-drawn panel, but when I noticed it... gah! I thought that was the funniest thing in the world... Vash doing a Wolverine sight-gag...