Actually I miss a lot. In Cabin in the Woods when the motorcycle hits that force-field? I did not see that coming at all. Although afterwards I was all "how did I miss that?"

I have not read a lot of breaking the 4th wall kind of stories, and I've seen so little of AtS that I'm not familiar with the episode you mentioned.

I think if I was going to have a character speaking directly to the reader as if the reader were part of the story, I'd make it clear up front like I did in that "Special Delivery" story where Willy is speaking to the reader.