Breaking the Fourth Wall (They Know About the Porn)
The phrase “breaking the fourth wall” is used among theatrical types to refer to the imaginary “fourth wall” that separates the actors from the audience. In the case of theater, the edge of the stage generally represents the literal “fourth wall,” and in the case of television, the screen obviously is what separates the action from the audience. To “break the fourth wall” is to do something that causes the actors and audience to acknowledge one another. This can be done either by the audience or by the actors, but usually consists of addressing the audience directly in one way or another.
Regarding the Sherlock fandom, it means that the cast and crew of Sherlock are aware of and somewhat involved with the fandom. Of course, any actors are aware of their fans in general, but the cast and crew of Sherlock have, on multiple occasions, gone out of their way to make fandom-specific references for the benefit of Sherlockians. The first incidence of this came to light in summer of 2011, when a photo surfaced of what is apparently Martin Freeman holding a sign that reads “Te quiero Jan y Rosalia xxx,” (I love Jan and Rosalia), who run a blog about Martin Freeman.
My apologies for the demotivational reframe, this is apparently the default mode of this photo now. Since the photo, there have been multiple troll posts on Tumblr, most notably from Mark Gatiss, good-humoredly acknowledging the insanity of the fandom.