TV Tropes the TV Show/WMG

The entire series is Murky Muse's Dying Dream
Ever notice that her 'sad theme' is Gloomy Sunday, aka The Hungarian Suicide Song? The fictional characters and the other tropers are corporeal manifestations of her will to live, and  is the benevolent psychopomp who's trying to ease her gently into the afterlife. When, she dies.

Haruhi unconsciously caused the Convergence.
She was looking for new recruits in her Brigade, and let's face it, a lot of us would want to join that brigade, now wouldn't we?
 * Alternatively, Haruhi is really Wesley Crusher, continuing his attention-seeking ways.
 * Word of God says that not only did Haruhi not cross the Fourth Wall, but that she would be unable to do so even if she tried, further complicating the theory.

The series is a metaphor for psychosis
It is so obvious.

We Are Our Avatars is the prequel to TV Tropes the TV Show
A recent plot arc in WAOA involved Father learning of the Fourth Wall and then trying to break the multiverse to recreate it in his own image. He nearly succeeds, to the point that it warps and distorts, becoming an Amazing Technicolor Battlefield... and he is stopped by a whole bunch of characters from various series and a couple of displaced Tropers who subsequently gained magical powers. This will have ended up tearing the Fourth Wall something fierce.