@tetra @novenary See NAT-punching and UPnP (most home-routers have this, allows a "temporary" port forward so things like VoIP can work), you typically don't give a specific local IP address for this though, that's more when you found something which could be used as a proxy (which is exactly when firewalls become needed, to allow/deny specific connections).

Also UDP is a rather fun one NAT-wise because it doesn't have connection-tracking capabilities, so the port-association between the router and the local machine tends to linger around.