Longing for Fictionland

"You can just picture all the eight-year-olds in the audience going 'This is cool! I want to live here!'"

—Stuart Wilson: The making of No Escape

A work of fiction with a very immersive setting appears so idealistic and 'perfect' in comparison to boring, everyday life that it causes fans to feel the need to emotionally invest themselves in it. The same carries over to characters in a story, who feel they are leading uninteresting lives. They wish they could live in the stories they love and begin Longing for Fictionland.

Frequently, these characters may feel detached from real life or seem to suffer from depression. After all, they wish to leave to somewhere they can never go or wish to meet people who don't even exist yet seem so vastly superior than those they do know.

Sometimes they begin to wish they could become a part of the world, or meet the character they love.

When a fictional character gets his wish, see I Wish It Was Real. Because, you know, This Is Reality. Compare Mythopoeia. For Real Life examples of people really believing fictional characters are real, see Daydream Believer. See also Thinks Like a Romance Novel, for one form this can take.

Examples of Longing for Fictionland include:

Anime and Manga

The Literature Girl in Daily Lives of High School Boys wrote a Romance Novel, then had a crush with the novel's hero, and then sought to reenact a Meet Cute scenario from her novel in the series' Real Life... Deconstructed in that the series is a fairly realistic (and comical) Slice of Life, and Hidenori, the boy to whom she is projecting her hero on (simply because they frequent the same Artificial Riverbank), was Genre Savvy enough to get weirded out. Her example is a bit more Downplayed than most example of this trope as she's not all that detached from the series' Real Life as long as Hidenori is not in her presence.

Hidenori: "She's probably hoping for an unrealistically romantic 'Boy Meets Girl' encounter! ...Can her mind shake off gravity or what?!"

Comics

Astro City: When the Mock Turtle was a child, he always was trapped in wardrobes. Everyone thought he was an idiot. But he was trying to find a portal to Narnia. If he could find a twister or a rabbit hole, he would have tried that too. As an adult, when fleeing from enemies that want to kill him, alone and broken, he happens to be at Kansas, and see a twister. That gave him hope. So he got to Astro City, where the super human community defeated his enemies and welcome him. So he goes at the roof of a building, put in his green visor, and all Astro City looked like a Emerald City.

Fan Fic

A slightly meta take by the sad My Little Pony Friendship Is Magic fan fiction, Equestria. Equestria is shown to be the perfect, idealized fantasy world that was to be the setting of a series of stories planned by a woman who was emotionally abused by her mother. She never got around to writing it and the emotional abuse that she suffered drove her into her dream world. There, she was no longer Tara but Twilight Sparkle. As a result of this she is institutionalized for a few years, causing her fantasy to grow even deeper.
Similarly, in The Anatomy of Melancholy by A Philosopher with a Pen, the events of The Melancholy of Haruhi Suzumiya turn out to be products of a grieving Haruhi after the death of her childhood friend Kyon, written to keep his memory alive; they're sometimes more real to her than the real world.
It's practically a requirement for Bionicle fans to write at least one fic starring a human or group of humans getting magically transported to Mata Nui somehow. Usually by way of a space portal opening up or getting lost at sea.
- Several fics by popular fan-author Gali Gee poke fun at this trope by having all the characters being real and merely starring as themselves in the series. Her Author Avatar is taken back and forth from the Bionicle world several times by Teridax, who makes good and frequent use of LEGO's secret gateway in Denmark.

Film

Bridge to Terabithia: The main two characters create a fictional world called Terabithia to deal with their school troubles. They are aware that it is a fantasy and wish it were real, although this doesn't stop them for having fun.
In The Matrix, a character is so tired of real life that he willingly asks the agents to be re-imprisoned in the Matrix as a rich celebrity. Despite the fact he is aware that the Matrix is unreal, he prefers it to real life.
This trope is the major plot-driver in Don Juan Demarco. A young man (played by Johnny Depp) who's seriously dissatisfied with his life takes on a new persona, based on Lord Byron's version of legendary seducer Don Juan. So thoroughly does he immerse himself in this wonderful new reality, he's nearly committed to a mental hospital.

Literature

Quentin Coldwater in The Magicians dreams of traveling to the land of Fillory, from the Fillory and Further series by Christopher Plover (essentially a transparent pastiche of The Chronicles of Narnia and C.S. Lewis). Eventually, he succeeds.
Milo in Norman Juster's The Phantom Tollboothinverts this, although he states he might go back to visit, when he finds the time.

Visual Novels

Mio in Little Busters was always more fascinated by fantasy and stories than the real world, so she didn't have any friends as a child for the simple reason that she didn't bother trying to make any. It wasn't until the end of middle school that she even began to socialize normally, apparently. Until then, she had an imaginary friend or little sister.
"School eccentric" Anghel in Hatoful Boyfriend has a bizarre fantasy world in which he is the Crimson Angel of Judecca and the protagonist is an angelic warrior called Edel Blau who defeated him by encasing him in ice. It's implied by the fact that he's a member of the manga club and the fact that whenever you see inside his fantasy world it's just a JRPG that he's one of these people who unfortunately has the ability to induce hallucinations in others when physically agitated.

Web Comics

Bob the Angry Flower resorts to extreme science in an attempt to become a Powerpuff Girl.
Parodied by Rooster Teeth here^{[dead link]}.

Folklore

There's a Soviet era anecdote: a teacher expounds on how amazing is the life in Soviet Union. One schoolboy starts to cry. "Vovochka, why you are crying?" - "I want to go to the Soviet Union!"

Real Life

Not an uncommon development with highly intelligent and imaginative children. Some of them grow up to be writers (e.g. the Brontes, whose unpublished works included an extremely elaborate fantasy world).
Psychotics and others who are losing (yet still have) a grip on reality spend time wishing that their perception of reality was real....
The effects of certain hallucinogenic drugs are often strongly affected by the expectations and desires of the person taking the trip. For instance, on certain plateaus (i.e. levels of inebriation) of DXM, it is not at all uncommon for the hallucination to be moulded to the past experience and thoughts of the day and the mindset of the tripper (i.e. the world around you slowly begins to morph into the kind of landscape they had in the film you were just watching). With practice you can get yourself to control your trips this way. Lucid dreaming is said to work on vaguely comparable principles.
There was a time when the #1 Google search that began with "Is Edward Cullen..." was "Is Edward Cullen real?" It's currently ranked fifth.
There have been a few reports of people experiencing depression after seeing the beautiful world of Avatar and then having to return to the real world.