Most scholars assert that the often preposterous Exact Words of ancient texts were never intended as such — symbolic stories and parables recognized by the users to have evolved over time were added in to the story and continually altered because those were the stories that meant something to the listener. Much like modern fiction, these parables would then would be used to buttress the core beliefs of the listener.
Because they believe Moore's Law implies infinitely increasing technology will insure infinitely improbable innovations indistinguishable from magic. For instance, mathematician Nick Bostrom (http://www.simulation-argument.com/simulation.html ) has decided that we are already advanced beings living in a simulation (the Matrix Hypothesis), which may be the ultimate example of Blessed with Suck if true. See also Michio Kaku.
Works that attract daydream believers tend to mass-produce meta Wild Mass Guessing. Persons who intellectually know that something isn't real, but insist it would be better if it were real, have their own separate trope, Longing for Fictionland. The less-extreme version of this is Mythopoeia, where the author is satisfied with achieving versimilitude, by building a fully fleshed-out world on paper.
Note that all this does not include speculative non-fiction or historical works, published with respect to things that the author believes or predicts, such as philosophy, religion, Historical Fiction or works that purport to reenact events as they "might have really occurred" on which the myths are based. Such works do not count as Daydream Believing, however, the reader may insist it can only have happened exactly that way as depicted in the work. Also, pulp fantasy and adventure-based soft sci-fi, which do not postulate their own existence and are meant to be enjoyed as brain candy, are not typically attractive to the "casual" Daydream Believer. However, such works may still be subject to arguments over what Absolutely Happened.note
(People who believe that it's possible King Arthur or other pseudo-historical characters might have existed in some form resembling the Broad Strokes of the earliest versions of their myths, but that we couldn't know which parts, exactly, were true without more evidence, are considered much less extreme; see Mythology above.)
Some people take it much, much further, however. These are the "hardcore" Daydream Believers:
"Soulbonders" are people who feel they have some sort of emotional, spiritual, or mental connection with fictional characters. This ranges from rational people who realize that their "soulbond" is a mental imprint of the character and not the character itself (and therefore technically don't fit this trope) to those who believe they've actually married a character on the astral plane.
"Otakin" or "Otakukin" believe that they are the specific characters, but in an alternate universe or another life or something. Related are "Otherkin", who believe that they are reincarnations of unspecific members of fictional races or species, and Therianthropy, which is like Otherkin but only with real animals.
Among the ways these groups express their connection: "I feel a connection to X," "I may have been an X in a past life," "I have the soul of an X," or even "I can physically shapeshift, but don't because they'd cut me up!" or other possibilities. Basically... you really should ask the individual.
This could overlap with religious beliefs in reincarnation, if not taken to extreme.
"Plurals" is a label used by people who believe they have multiple personalities or persons sharing the same body (multiples). "Multiple systems," on the other hand, often find that they function better if the different persons learn to cooperate with one another; in fact, many of them find it impossible to integrate successfully. In some cases, the personalities who co-inhabit their bodies are characters from works of fiction. (See "soulbond," above.) Most plural systems aren't Daydream Believers; however, there are the few who believe they are possessed by actual vampires, demons, or aliens.
Zombie fandom. The number of people who have taken the Zombie Apocalypse seriously, forming plans to survive the onslaught, can either be really funny or really scary. Online debates as to the best weapons and places to bug out in can be Serious Business in some circles. Fortunately, this is subverted by the fact that the vast majority of them are in on the joke. Hopefully.
Most are bored and/or disaffected students with too much time on our hands. Most of the rest are survivalists who believe that, if you're prepared for a hypothetical zombie apocalypse, you're prepared for any possible catastrophe (the reasoning behind the Zombie Squad and the CDC'snote Center for Disease Control, an honest to goodness American government agency tongue-in-cheek Zombie Pandemic pages). Of course, there's also a small minority of psycho gun-nuts who just want to shoot things.
While a tiny minority, there are some members of the Furry Fandom who honestly, truly believe that there are such things as werewolves and other were-creatures, and that scientists are on the verge of creating a true human/animal hybrid. A few obsessed fans even go so far as to insist that their fursona is themselves, all flesh and blood, and only those "in tune" with their animal nature can see them as they're truly are instead of as a human.
It is of note that most members of the therianthrope and otherkin subcultures do not believe they are physically their creature-selves, only spiritually/mentally.
It might also be important to note that the Furry subculture is not, in and of itself, related to theriantropy, otherkin or any other belief systems for that matter, any more than the Goth subculture is related to people who drink blood and call themselves vampires.
However, there is overlap: after all, if you believe you were an animal in a past life, or have the soul of one, or "should" have been one, or have some other spiritual connection (remember - with all of these terms, there are a wide variety in what individuals who go by the name are talking about) then dressing up as said animal may be the next best thing.
Interpretations of Carl Jung's writings on the collective unconscious and archetypes in storytelling could be seen as an Older Than They Thinkinvocation of this trope. In brief: the idea is the human brain is wired to believe in certain myths and stories, hence the almost-universal mention of a 'great flood' in nearly every recorded creation myth (which has been interpreted as everything from life ascending to land from the primordial oceans, to the melt after the Ice Age, to an unconscious memory of being suspended in fluid in utero). In other words, a favorite fictional character or one that you identify with in particular is evidence that your brain works similarly to the author's, and that archetype 'speaks' to you in the same way as it did to the author/creator. Not an exact summary, but one of the general ideas.
From The Other Wiki: Tulpa. The idea that a "fictional" character can be brought or "willed" into existence, or at least as a symbol in the sense of an archetype existing within the collective unconscious (see the many references to Jung in this article). Of course anyone using this argument to insist that Sephiroth or Lestat is real hasn't quite understood it properly. (See also the Tulpa trope in general.)
This turned out to be popular enough to have a creepypasta made about it that may actually explain it in a way most people would understand.
Also see this page and the associated community, which mostly views the idea of tulpa in a more psychological/scientific manner, rather than as a spiritual thing. For some reason many members of this community seem to be fans of My Little Pony: Friendship Is Magic who create pony tulpas.
In-universe (and most likely out-of-universe) some people believe that the Slender Man came into being/will come into being through this. So... yeah.
The Japanese neologism "chuunibyou" ("Thirteen-year-old Syndrome"), a blanket term referring to delusional, paranoid and embarrassing behaviour of middle-school-age children, has several subtypes that cross over with this. For instance, a DQN-kei ("idiot delinquent type") chuunibyou sufferer insists they've been in gang fights that clearly never happened and brags about the huge amount of drugs they have obviously never done, and a jyakigan-kei ("Evil Eye type") chuunibyou sufferer believes themselves to have occult powers, often creating an anime-hero-like persona for this.
Anime & Manga
A few Dragon Ball and Naruto fans believe that Ki Attacks, as in explosive light-show powers, are a real martial art that humans can learn. But only when nobody's watching. And they can argue and explain why the other fandom's powers are unrealistic.
A caveat: many real-life martial arts do involve processes which are explained in terms of ki manipulation, but mostly as a metaphor for something more complicated and materialistic. Beam Spam is not involved. A lot of what gets described as "ki manipulation" is simply the result of the human species being stronger/faster/more durable than most people think or believe.
The Japanese 2-D Love Movement. 'I’m not saying that everyone should throw away hopes of real romance right away. I am simply saying that guys like me who have gotten to a point of no return can be happy living in 2-D. - unofficial founder/guru (actually he wrote the first book recognizing the phenomenon and started advocating for it), Tohru Honda.
OK, they do — and with a broad enough definition all life is mutant — but they mean the kind with laser eyes and psychic powers and blah. To give an example of real life mutants: Anyone with red hair is a mutant. It's a mutation that causes pigmentation of blond hair, turning it red. That's how awesome and interesting mutants are(n't)!
There is a woman who believes that she's married to X-Men's Cyclops, and claimed she told her children that he's their real father. Poor kids.
(On the other hand, Constantine was visually based on Sting, so maybe Moore just met Sting in a bar?)
Moore also claims to have conversed with Mercury. The God from Greek/Roman mythology.
In-universe example from Moore's Swamp Thing run: In "Growth Patterns," one of Constantine's psychic contacts, the mentally disturbed Benjamin Cox, claims that the cosmic threat that John's team expects to manifest within a year is Cthulhu: "Everyone thuh-thinks Lovecraft muh-made Cthulhu up...buh-but I know."
In-universe example: Booster Gold, time-traveling hero, once tried to persuade his boss Rip Hunter to let him make a stop in the 1950's. His apparent motivation? To meet Fonzie. When Rip informs him that The Fonz is a fictional character, Booster replies, "now that's just mean". Knowing Booster, it's hard to say if he was joking or not.
Peanuts has Linus and his unwavering belief in the Great Pumpkin.
Jason of FoxTrot falls into this on occasion. At least once, he commented that Star Wars really did happen and the production reports were just "monkeys on keyboards" and had to be told that comics didn't reflect reality when his Spider-Man web-shooter didn't work.
In Kyon Big Damn Hero, Kyon's sister ardently believes that Magical Girls exist and that she will become one if her mother lets her go on a field trip to a shrine. Notably, in this case it is meant to be cute, not scary. And also notably, in this case, she's actually right.
Films — Live Action
There apparently is a body of believers out there that thinks we are inside The Matrix right now and need to wake up.
The release of Inception doesn't help either. See what happens when you play "Je ne regrette rien" when they can't figure out where it's coming from.
Fictional example: In Kiss Kiss Bang Bang, Harmony told her sister (who their father sexually abused) that she was actually adopted and her real father was a Hollywood actor who was in town shooting a movie. She is distressed to realize years later that her sister believed her and kept to that belief for her whole life which led to her suicide.
The entire plot of Galaxy Quest rests upon Daydream Believer scenarios. First there's the aliens who come to Earth, who believe the Galaxy Quest television show is actually a historical document. So deep is their faith in the daydream that they have gone to the trouble of building exact and functional representations of the technology on the show, and, upon meeting them in real life, don't realize that the actors aren't really their respective characters. Later, said actors are rescued by an obsessive fanboy who believes the show is literally true.
Some conspiracy theorists believe that every movie about space aliens ever made is really the government trying to disclose the existence of extraterrestrials without freaking people out.
Conspiracy Theorist will pick up any subject of any media and make it into a huge conspiracy by the government, or secret organization, to what ever they can cook up.
In a dark version of this, in Ghostbusters, the four heroes are trapped by Gozer and challenged to choose the form that Zuul will take when he arrives. Naturally they try to clear their minds to prevent that form being something horrible, but then Ray thinks of the Stay-Puft Marshmallow Man...
The film Martian Child has the titular kid doing this. Unfortunately, unlike the rest of the examples on this page it's a decidedly non comedic example, used as a coping mechanism due to being socially awkward. The plot of the movie is basically the protagonist both trying to get Dennis to drop the act and also to connect with him, which is made very frustrating when Dennis, even after all of the work his adoptive father puts into making him see that he isn't from Mars, starts backsliding because he thought they were just pretending, culminating in him running away from home and climbing a building because he thinks that his "real parents" are coming to get him.
Older Than Steam: A fictional example of a Daydream Believer is Alonso Quixano, a retired hidalgo who becomes convinced that the books of fictional chivalry he's obsessed with are really histories which depict the world as it actually is. His friends fear he's gone mad, but he cobbles together a suit of armour, renames himself Don Quixote, and rides off to tilt at windmills.
The narrator describes Don Quixote at Chapter I, Part I:
"His fancy grew full of what he used to read about in his books, enchantments, quarrels, battles, challenges, wounds, wooings, loves, agonies, and all sorts of impossible nonsense; and it so possessed his mind that the whole fabric of invention and fancy he read of was true, that to him no history in the world had more reality in it. "
It's not only chivalry book. Don Quixote thinks any book of fiction really happened. And after seeing two pictures of Helena and Dido, he makes this statement in Part II, Chapter LXXI:
"Those two ladies were very unfortunate not to have been born in this age, and I unfortunate above all men not to have been born in theirs. Had I fallen in with those gentlemen, Troy would not have been burned or Carthage destroyed, for it would have been only for me to slay Paris, and all these misfortunes would have been avoided."
...Dorothea said in a whisper to Cardenio, "Our landlord is almost fit to play a second part to Don Quixote."
"I think so," said Cardenio, "for, as he shows, he accepts it as a certainty that everything those books relate took place exactly as it is written down; and the barefooted friars themselves would not persuade him to the contrary."
Sancho had made his appearance in the middle of this conversation, and he was very much troubled and cast down by what he heard said about knights-errant being now no longer in vogue, and all books of chivalry being folly and lies; and he resolved in his heart to wait and see what came of this journey of his master's, and if it did not turn out as happily as his master expected, he determined to leave him and go back to his wife and children and his ordinary labour.
In a less supernatural variant, some readers of A Series of Unfortunate Events have believed that the series was entirely true, because the Lemony Narrator said so. Never mind that the books are full of places on no known map, events which would lack Plausible Deniability, and outright weirdness. Makes sense since there's a lot of Paranoia Fuel which could be pretty disturbing for impressionable young readers, such as the implication that your teachers are all members of an Ancient Conspiracy which may kidnap you. The Literary Agent Hypothesis is also played up a lot both within the series and in promotional events.
For Sherlock Holmes it works in a very odd way. For the last 100 years or so people have referred to the greatest detective of them all when speaking about Victorian times, rarely if ever referring to him as a fictional character, so there a great many children who assume he was a real person who was so good he became a Historical-Domain Character, and have to either be told otherwise or find a copy of one of the actual books.
Daydream Believer Sherlock Holmes fans are known as "Watsonians" among the fandom, in honor of Watson's ostensible role as Holmes' biographer, while those willing to acknowledge Conan Doyle's involvement are "Doylists".
There is a book called Letters to Sherlock Holmes which collects many of the letters sent to the actual 221B Baker Street addressed to Holmes, ranging from simple fan letters to actual requests for his services as a detective. There's even an invitation from the Church of Happyology to come in for a personality test. Abbey National, who occupied that address at the time, had at one point to employ a secretary purely to keep track of the post the Great Detective received.
Runs rampant on the official forums for Maximum Ride. Aside from the people who insist the books are true accounts by real people, there are several who claim to be similar Phlebotinum Rebels, although it's unclear whether they actually believe that part or if they're just roleplaying.
And on a darker note, there's also those Moral Guardians who take the elements from the books a little too seriously...
"Dæmians" think of themselves as having daemons, as depicted in the book series His Dark Materials. Saying they "believe" in daemons would be true but misleading — a lot of daemians haven't even read the books, and most just think of their daemon as sort of grownup version of an Imaginary Friend and a useful psychological tool for getting in touch with your subconscious. There are some who view it as something closer to "soulbonding" or being "multiple," though.
Terry Pratchett occasionally gets letters from terminally ill Discworld fans, who say they hope they will meet the Discworld version of the Reaper when their time comes. Sir Terry spends some time staring at a wall after reading these letters...
Similarly there are those who believe that there is an Angel who serves Death, and is a hideous monster made all of eyes, one for every human who will ever live or ever has or is right now. And when a person dies, the eye corresponding to them closes and he knows to go and thresh the soul of that person from their body, bringing the End of Days when all his eyes will be closed one little step closer. And this comes from Judaism and Islam: that's the description of Azrael, Angel of Death. Old religious ideas often seem Lovecraftian like that. Azrael appears in Reaper Man as Death of Universes.
In fairness, though, most of HP Lovecraft's Daydream Believers just think that his stories are based on actual myths and legends. They're helped along by the fact that Lovecraft went to a lot of trouble to make his stories seem that way, and that he seemed pretty willing to let other writers create stories in his mythos, even during his lifetime (and actually borrowed ideas from some others, for characters like Hastur the Unmentionable). Lovecraft often had to actually state that his characters were entirely fictional creations, rather than based on the myths of ancient or modern civilizations.
Another example (from the mouth of Neil Gaiman, by the way) involves some man at an H.P. Lovecraft panel at a horror convention. He suggests that Cthulhu and co. are real, and use Lovecraft as a vessel of some kind, inserting their stories into his head so the world will know of them when they returned.
It's worth noting that Lovecraft created the Necronomicon concept because authentic medieval "black books," to which he had access, were useless to him: Vague, inconsistent (with each other and often within themselves), and tiresome, utterly lacking in any kind of inspirational qualities. That's right. The most famous single book of black magic, real or fictional, has nothing at all to do with actual books of black magic.
Actually, Kenneth Grant's own Typhonian Trilogies constitute a fine though hardly readable example of this trope.
On the subject of the Necronomicon, one of the many who believed it was real was Moral Guardian Patricia Pulling, who, in a spectacular case of research failure, advised police officers searching for teenage Satanists to ask teens if they or anyone they knew had taken the Necronomicon out of the library recently.
Mercedes Lackey has said that she has canceled convention appearances because of fans who believed her Diana Tregarde books were real. On her website she goes into considerable detail about them, and why she's both frightened of and somewhat sorry for them — and reveals that she herself, at one time, bought into a similar pattern of thinking, at least until she shook herself out of it.
There are people who claim that The Lord of the Rings is a fictionalized account of events that occurred in 3105-3104 BC. The dates can be pinpointed to the day.  Some have also suggested that the Ainur, elves, and dwarves were actually Ancient Astronauts.
In-universe example: the Emberverse includes a faction calling themselves the "Dúnedain rangers" who consider themselves the spiritual (and, some of them, literal) descendants of the group of the same name in Lord of the Rings and believe that they are living in the Fifth (possibly Sixth) Age of Middle-Earth. They consider Tolkien's writings holy texts and practice a religion which is a mishmash of Tolkien's cosmology and the neo-Wiccan beliefs of a neighboring community.
Fictional example: the short story The Gospel of Nate takes place in a universe where this turns out to be true. In fact, some people are even reincarnations of fictional characters. (It made sense in the story. More or less.)
The back inside cover of the first Leven Thumps book says that the author originally wanted his book published as non-fiction, but the publisher wouldn't do it. He came back and said he would let it be labeled fiction because getting the story out was more important. The author blurbs seem to be written in the style of a Lemony Narrator. It's most likely a tongue-in-cheek form of Literary Agent Hypothesis.
The Secret is all about how Daydream Believing will actually, truly, genuinely make all your wildest dreams come true.
Scott Adams makes a similar claim in the end of one of his books, The Dilbert Future. Essentially, he credits his fame and fortune by performing daily visualization exercises, where he imagined the outcome he wanted, then wrote a sentence asserting it 50 times on a piece of paper. He asks his readers to try it for themselves with unlikely goals over six months. Other books assert that this is a way to prioritize.
Maurice Sendak recalled that a young girl once sent him a letter asking for directions to Where the Wild Things Are, as she and her sister wanted to take a vacation there.
Or wants to consider herself. Given her background she's actually being quite reasonable.
She was mostly raised by a great-aunt who imparted her belief in reincarnation, along with folk tales and legends, apparently presenting them as complete reality.
"Cullenism", a religion based on the Twilight saga.
After the Russian novel Plutonia (chronicling a Hollow World with dinosaurs expedition) was published in 1915, many readers wrote in, saying they were available for future expeditions. Newer editions came with a disclaimer that it was completely fictional and that the hollow earth theory was disproven.
A lot of Warrior Cats fans believe in StarClan, the warrior afterlife, even though the author said she made it up.
Zig-Zagged in Artemis Fowl. Annoying Younger Sibling Billy Kong is told by his older brother that he needs to stay at home while the brother goes out to fight evil supernatural creatures (in reality, getting into fights with gangs, and getting out of babysitter duty). When the brother eventually gets killed in a shootout, Billy at first blames the demons, but once he grows up realizes they don't exist and his brother lied to him. Unfortunately, once he meets real fairies, he goes right back to thinking they did indeed kill his brother. His mental balance doesn't last much longer.
Live Action TV
Fictional example: In Corner Gas, Davis believes that the events of Battlestar Galactica actually happened, and regularly meets with others who agree.
Fictional example: In one episode of Friends, Joey has a stalker who believes that he is actually Dr. Drake Remoray and that Days of Our Lives is real and filmed live in real time. This leads to a funny (or disturbing) scene where she accuses Joey of cheating on her (as they had started dating) after seeing "him" with another woman on TV, and then expressing confusion over how he is on the TV and in the same room as her at the same time. The gang decide the best thing to do is convince her that Joey is actually Drake's Evil Twin, and that the real Drake lives on the other side of the country.
Reportedly, sometime after the premiere of Gilligan's Island, the Coast Guard received a number of letters from people asking why they didn't go rescue those poor castaways...
The Brazilian soap opera Escrava Isaura, which got quite a following even outside the country, resulted in many people sending money to the producers so that Isaura could "free herself from her evil master" (said soap opera was set in the early 19th century, and you'd think someone would've noticed.) Although there's often a fair bit of exaggeration involved in this story (some sources claim that entire nations fell for it, but this is just an urban legend), it becomes a bit more understandable if one takes into account that this was the very first soap to reach many Eastern European countries, and people simply didn't know what to make of it.
This kind of thing used to happen fairly often in Brazil. Actors playing the villains of the soap operas could get from merely insulted to being attacked by the more avid fans.
Likewise, when the lead character of the Venezuelan telenovela Kassandra was wrongfully imprisoned in one episode, the Serbian town of Kucevo wrote a petition with over 200 signatures to the Venezuelan government demanding that she be let free.
During the Doordarshan broadcast of the Ramanand Sagar Ramayana in 1987 and 1988, all India ground to a halt at 9:30 a.m. Sundays. Literally. Public transportation stopped. Even non-Hindu religious services were rescheduled. The network and studio were flooded with mail when the episode showing Sita's trial by fire aired. Viewers wanted reassurance that they hadn't actually had to set the actress, Deepika Chikhalia, on fire. In a series of special announcements, Chikhalia and Sagar explained how the effect was created. Chikhalia later went into politics and was elected to Parliament in 1991. And now, Sagar is planning a remake...
A similar phenomenon occurred when the Venezuelan Soap OperaKassandra was broadcast in the Balkans; after a story line where the poor eponymous gypsy girl heroine was Wrongly Accused there were a lot of letters to the broadcasters and the Venezuelan judicial system pleading for her innocence and saying "Please let Kassandra go free!"
There's a wacky woman who is convinced she's married to Sylar (or maybe just Zachary Quinto) on an astral plane. No, we don't know if it was consummated. And we don't want to.
These "spiritual marriages" are not as unusual as you might think, and not all the people who believe they're in one are freaked-out wackos. For one thing, medieval nuns were quite literal about being married to Christ.
Fictional example: On Barney Miller, a woman came to the 12th precinct, reporting that she'd witnessed a murder. It turns out she had been watching a soap opera.
The Doctor Who two-parter "Human Nature"/"The Family of Blood" cleverly subverts the Daydream Believer trope.
In regards to Real Life versions of this trope, Peter Davison once described how he was sent a letter by a person who actually believed themselves to be the Doctor.
One episode of NCIS had an obsessive fan of MacGee's books start killing off people that posed a threat to his Author Avatar, eventually going after Abby (who is represented in-book by "Amy") reasoning that "MacGregor" is too good for her. MacGee manages to talk him out of it, though, by saying that MacGregor and Amy are going to get married.
In the early 1970s, a small group of Star Trek fans in northern Kentucky planned an experimental community where they could live by the Vulcan ideals.
Joy Aston from Psychoville is a tragic example. She carries a plastic doll she calls Freddy Fruitcake around and treats him as if he was a real baby, forcing her husband and others around her to do the same.
The Millionaire was a late 1950s CBS drama about a philanthropist who sends out million dollar checks to some unknowns just to observe how it changes them for better or worse. People would actually write CBS and ask for a check for a million dollars from this fictional character.
Although the song itself is not explicitly about this trope, the narrator/protagonist of Daydream Believer certainly could be an example - especially if he actually does believe that he could "hide 'neath the wings of a bluebird as she sings."
Stock dropped when Donald Trump "bought" WWE Raw, mostly because the company tried their best to confuse the issue Worked Shoot style, with press releases and press conferences, and every official news source on the WWE website. That includes the sections dedicated to actual events, rather than which two behemoths hate each other this week. There was nothing telling the investors it was just an on-screen angle, and, frankly, it was confusing enough for people who actually watched the program. Whoops.
The Phantom of the Opera. When the opening line for the original novel states "The Phantom really existed," this sort of thing is perhaps inevitable.
For extra amusement, many characters in Gaston Leroux's original novel were No Celebrities Were Harmed versions of real people at the time, undoubtedly fanning the flames. A few of the events were based on real ones as well (the falling chandelier killing a person was based on a real accident where a counterweight did just that), as well as possibly some that the modern readers can't realize. The Phantom himself is 99% likely to be entirely imaginary, however (though some have suggested the basic idea came from a disfigured stagehand Leroux met).
Cyrano de Bergerac: A fictional example is Roxane, the heroine of the play. She may be reasonable in all the other aspects of life, but as a member of the preciousesmovement, she is truly convinced that the romantic (fair and eloquent) heroes she has read about in the novels (particularly D'Urfe's novels, where the shepherds discourse of love with an elaborate delicacy that by no means is rustic) exist in Real Life. In fact, Roxane believes that the new guy she just has glimpsed, Christian, is one of those heroes. In Act II Scene VI, when Cyrano dares to suggest that Christian may not be eloquent, she invokes Beauty Equals Goodness. When Cyrano insists in the possibility, Roxane shows this is Serious Business to her when she invokes Driven to Suicide.
Cyrano:... —what if he be a lout unskilled? Roxane:No, his bright locks, like D'Urfe's heroes... Cyrano: Ah! A well-curled pate, and witless tongue, perchance! Roxane: Ah no! I guess—I feel—his words are fair! Cyrano: All words are fair that lurk 'neath fair mustache! —Suppose he were a fool!. . . Roxane:(stamping her foot):Then bury me!
There is the infamous story of some ordinary, unsuspecting people and their dealings with a cult-like society formed by "Hojo" and "Jenova", two scary-obsessed Final Fantasy VII fans.
Although in her most recent version of her journal, Sephirothslave claims that the one who she visits on the Astral Plane is an archangel that shares Sephiroth's name and appearance, but is completely different from the video game character. She also claims that her archangel inspired the creation of the character.
Makes sense the host wasn't a gamer. Would you believe you were getting a phone call from Gordan Freeman?
Some girl who called herself "Link's Queen" apparently became completely and utterly convinced that she had fallen in love with Link and that the lucid dreams she had of living in Hyrule with him were a real and true second life they were leading in another dimension. She wrote a fanfiction documenting this all. The truth of this all is suspect, but given some of the stuff that goes on in the story...yeah.
An enormous portion of Touhou fandom falls into this trope in one way or another. For the most part they truly wish that Gensoukyou exists while realising that it doesn't, while there are plenty that insist Gensoukyou really does exist and is hidden from the rest of the world as ZUN describes.
A sizable portion of the Sonic the Hedgehog fandom falls into this trope. Unfortunately, it's this group of people that is considered to be very broken.
Anghel Higure from Hatoful Boyfriend is presented as one of these in the sillier storyline. He acts like he's in a JRPG-like fantasy world based on his own independent mangaFan Nicknamed "Anghel World", a better-made and more consistent version of which ended up becoming a Spin-Off. It's hinted that it's a self-imposed game of pretend and that he does have some awareness of his normal life, though in the more serious storyline it's shown that he is a living hallucinogen and can spread his visions to other people.
In thisHome On The Strange, Tom purports to believe Doctor Who is real and compares his beliefs to Christian beliefs about Jesus. The script makes it clear that he's just trolling the missionary.
Whether the writer of xkcd is really paranoid about being attacked by velociraptors à la Jurassic Park is... debatable.
In Homestuck, Horrus has become one of these to compensate for the otherwise incredibly boring and empty personality that came as a side effect of his Void powers. He believes himself to contain a universe filled with an infinite number of souls, as well as to be a horse trapped in a troll body, in addition to various other crackpot beliefs. He even uses the word 'multiple system' to describe what this is like.
Sonichu creator Christian Weston Chandler seems to think his characters are real, as he has "conversed" with them several times, and believes he could pull off everything he does in the comic in real life. It's speculated that some scenes in the comic are how he actually perceives events in his life.
The "Real Digimon Believers", whose Web sites all appear to have been taken offline or made inaccessible to non-members, wanted to bring about a "Digiclipse" — the opening of a portal to the Digiworld, apparently with their toy Digivices and the power of faith.
Pokeclipse was a Stealth Parody of the Digimon Believers intended to Troll them. Turned out, to their sad surprise, that there are people who really did believe in the real-world existence of Pokémon and that scientists are trying to create them or something.
Actually, they made Pokeclipse knowing full well that there were those who would probably believe them. Their plan was to gather a large following of genuine believers, which would then be tricked into raiding Digiclipse for them.
Speaking of the Furry Fandom, the online comedy personality "2 the Ranting Gryphon" seems to have fallen into belief of his own outrageous claims of controlling a "furry Illuminati", going so far as to arrange a Secret Test of Character on one of his fan forums a few years ago to weed out who among his audience could keep a secret and, thus, were worthy enough to join (the test: keeping quiet about the details of a "social disobedience" assignment the Gryphon posed to his fans, of which you could only learn by emailing him; it failed miserably, because none of the participants realized they were being tested on their silence instead of their ability to complete the assignment, and had a brief argument on the forum over how a lack of proper materials prevented them from completing it). Ironic, considering he had ranted before on the very same Daydream Believers mentioned above.
Then there's the listeners of his shows who honestly believe they are soldiers in his "real-life Furry Army of Doom". Not surprisingly, many of them got duped into the aforementioned Secret Test of Character... and failed miserably.
Lucy, Patrick and Emily from The War Comms are a parody of this trope.
The Real Ghost Busters used this trope in-universe to explain how ghosts of Sherlock Holmes, Dr. Watson, and Dr. Moriarty showed up in New York City. Apparently, enough daydream believers will actually give rise to the characters through "belief made manifest."
Egon: Even though there was never a real Sherlock Holmes, millions of fans believe in him.
Ray: Right! The London post office gets thousands of letters every year addressed to Sherlock Holmes.
Referenced in the Aqua Teen Hunger Force episode "Dumber Dolls" (quoted above), where Master Shake claims "The Highlander was a documentary, and the events happened in real time."
In Home Movies "Renaissance" episode, Melissa explains her preference for the Medieval Fest over the Sci-fi Fest based on medieval history being real. Jason argues that sci-fi stuff is real too. Coach McGuirk later insists that the medieval people and the sci-fi people have been battling each other for thousands of years.
The entire premise of Bolt is that Bolt really believes he's a superpowered dog. They even shoot each episode in one shot.
Justified because he has been deliberately been raised to believe this by the TV studio.
There's at least one person who is convinced that the characters in Disney's Beauty and the Beast are real, which somehow is proof that the direct-to-DVD sequel is evil (not to say that said sequel doesn't have its problems, but really). This person also seems to think that anything that contradicts the movie's canon is terrible and thus hates Lilo & Stitch, solely because of the trailer in which Stitch knocks down the chandelier during the ballroom scene. All because "this is obviously not what happened in the film. Apparently, it's meant to be a joke, but it's a genuinely mean joke. It's not funny at all. They danced in that ballroom without interruption. That is an indisputable fact known to be true by everyone who has seen the movie. The scene has already HAPPENED. Therefore the ad is meaningless."