Die falsche Asta Nielsen (1914).

The tale of the fake Asta Nielsen was helmed by her landsman and frequent director Urban Gad. The film is currently believed lost, the following synopsis comes from the European Film Gateway site:
"Asta Nielsen, who was at this time at the height of her popularity, shines here in a self-reflective dual role: she plays both herself and her double, the barber’s daughter Bolette. Bolette is aware of the similarity between them and by chance comes into possession of some of the silent film star’s old garments. When she takes on the star’s identity, she turns everything topsy-turvy in her hometown. However, she cannot keep up the deception for long before she is overwhelmed by the assailing admirers and cannot tolerate the champagne. She is then of course rescued by the appearance of the real Asta."
This gimmick is turned on its head in Thank Your Lucky Stars (1943), where the Eddie Cantor look-alike Joe Simpson, played by Cantor, appears late in the film to save the show from the egomaniac "real" Cantor. One may also think of Show People (1928) where aspiring film actress Peggy Pepper, played by Marion Davies, is not impressed when having Marion Davies pointed out to her.
Potseluy Meri Pikford (1927) (A Kiss from Mary Pickford)

Mary and Doug cheerfully appeared before the cameras during their visit to the USSR, and the film's protagonist Igor Ilyinsky does indeed get a kiss from Mary — however, Miss Pickford apparently had not been informed that a full-length feature would be built around that short moment. In any case, a charming comedy illustrating that film fanatics are much the same any place and any time.
Dear Brigitte (1965)

One of three Sixties' family comedies from the director/star team of Henry Koster and James Stewart, though none enjoy the reputations of their earlier collaborations Harvey and No Highway. In this one, daddy Stewart's genius son has a crush on Brigitte Bardot (cue Lou Costello: "Yeah, you and fifty million other guys"), who invites the lad to come visit her in person. (As you do.)
Any other examples of stars appearing as themselves and being named in the film's title?







