Lynn Sweet has this catch of Obama making fun of himself at the Gridiron dinner in 2004:

“It’s like I was shot out of a cannon. I am so overexposed, I make Paris Hilton look like a recluse. “After all the attention — People magazine, GQ, Vanity Fair, Letterman — I figure there’s nowhere to go from here but down. So tonight, I announce my retirement from the United States Senate. I had a good run.” Of course, all the hype, said Obama, generates wacky tabloid coverage.” And with that he hoisted a poster, a mock cover of the National Enquirer with the headline: Obama’s shocking secret. He’s Strom Thurmond’s love child.” Obama said he was not letting all the attention go to his head. He joked that he was hanging out with Warren Beatty and Jack Nicholson at a Los Angeles restaurant when Barbra Steisand called him on his cell phone. And he counseled her, you can’t just get caught up in the hype.”