spaghetti western references include these...
In The Harder they Come (1972) Jimmy Cliff takes refuge in a Jamaican cinema where Django is showing.
In the rather marvellously titled giallo by Fulci, Don't Torture a Duckling, (also from 1972), there's a couple of tv shots showing Garringo/Dead are Countless.
I think I remember in Dirty Harry, at the beginning, when Clint is pointing a gun at a fellah and a fire hydrant is going off, there's a cinema in the background showing Play Misty For Me, but I could've been hallucinating for that one?
Is this the sort of thing you mean?