Nested calls the the_content filter

Single filter call

Just give this plugin a try. It illustrates the whole technique.

<?php
/** Plugin Name: (#69351) Example single filter call on <code>'the_content'</code> */
function wpse69351_single_call( $content )
{
    // Only for single view request (post, page, etc.)
    if ( ! is_singular() )
        return $content;

    // This removes the filter during its first call
    remove_filter( current_filter(), __FUNCTION__ );

    $custom = '<h1>I am only here once!</h1>';

    return $content.$custom;
}
add_filter( 'the_content', 'wpse69351_single_call' );

If you’re not targeting the content itself, but more the LOOP, then try this example plugin.

<?php
/** Plugin Name: (#69351) Example single filter call on <code>'loop_start'</code> &amp; <code>'loop_end'</code> */
function wpse69351_single_call( $wp_query )
{
    // Abort in some case
    if ( 'post' !== get_query_var( 'post_type' ) )
        return;

    // This removes the filter during its first call
    remove_filter( current_filter(), __FUNCTION__ );

    return print '<h1>I am only here once!</h1>';
}
// Attach something to the START of the loop
add_action( 'loop_end', 'wpse69351_single_call' );
// Attach something to the END of the loop
add_action( 'loop_start', 'wpse69351_single_call' );

Incomplete Themes

I also considered attaching my filter to the footer instead of the content, but I’ve run across themes that don’t have a footer.

Never ever even dare to think about caring for incomplete themes. We got Theme development guidelines for a reason and a call to wp_footer(); is a must have for every theme. Else, just think “it’s crap!” by yourself and move on.