Oh man, I remember trying (and succeeding) to do this with comments, back before you had a 30 second grace period before getting the asterisk. I wrote a comment that linked to itself.

I later became "more" famous for inadvertently DDoSing reddit, and forgot all about it until someone replied to one of my comments saying "aren't you the asshole who brought down reddit as an April fool's joke?". "Huh? No! Oh, wait".