Back in the day there were lots of "very special episodes" of sitcoms where there would be a lot less humor, they'd discuss serious issues and sometimes would break the fourth wall to talk to the audience about what they saw. What was the last example of one of these?

The closest one I can immediately think of was the 8 Simple Rules episode which aired after John Ritter's death where the family dealt with the loss of Ritter's character. And there's the Frasier episode where Niles has heart surgery, but even then that's about 2003. Among "modern" sitcoms, black-ish usually has a few a season.