An example of a self-reference situation is the one of autopoïesis, as the logical organisation produces itself the physical structure which create itself.
Self-reference also occurs in literature when an author refers to his or her work in the context of the work itself. Famous examples include Denis Diderot's Jacques the Fatalist and Luigi Pirandello's Six Characters in Search of an Author.
If an article (See this article as an example) has a link to itself, the link is sometimes called a self-link. Sometimes this is done on purpose for technical reasons.
Russell's paradox: The set of all sets which aren't elements of themselves.