cjrgreen: Irrelevant. We're talking about derivative use of copyrighted work.
As for parodies, because you have to prove it is a parody if challenged on it, yes, either you or your label will have a lawyer who regularly works to get copyright holders off your back. Not on every single release, but probably several times a year. You can bet his label has an intellectual property department that has a lot to say about what gets released, too.
lukaszthegreat: therefore it is a grey area. it is not absolutely illegal to use someone's else ip without their permission.
even if you make a profit from it which in case of fangames it is not the case.
It's not absolutely illegal, but it is not absolutely legal, either. It is not so much a grey area as an area where all the facts and circumstances, not just a line in the sand, determine its legality. It's legal when you have permission or meet (in fact, not by mere assertion) an exception such as parody. Otherwise, it's illegal, whether the copyright holder takes action or not. I don't call that a grey area, though I understand why you do.
For example, parodist "Weird Al" Yankovic
always obtains permission of the copyright holder before releasing a parody. Thus he doesn't have to worry about copyright lawsuits. (If he didn't do so, he'd probably spend more time in court than in the studio.)