This is sometimes used to explain the allure of the Zombie Apocalypse. Yes, it'd be nice to finally pillage and burn to your heart's content without fear of reprimand, but even more promising is an environment rich in human-like targets where it's accepted — nay, encouraged — to unleash your inner sadist on anything that gets within ten feet of you.
Anime and Manga
Outlaw Star: Gene Starwind is almost certifiably the epitome of this trope: Hot, muscular guy with lots of shirtless scenes? Check. Awesome fighting skills? Check. Lecherous pervert who still scores bootie all the time with various incredibly hot women? Check. Spends cash like popcorn yet never runs out because some bounty is allways available for collection? Check. Has a highly sought after CoolSpaceship? Check. Commands a BadassCrew that is mostly female, follows his insane orders without much questioning and adores him? Check. Has a MagicalGirlfriend that loves him dearly and heals all his injuries via IntimateHealing? Check. Wields a one of a kind HandCannon that is allso a WavemotionGun? Check. Allways leaves the bad guys screaming in frustration? Check. Can act as an obnoxious, irresponsible ManChild all the time and get away with it without breaking a sweat? DOUBLE CHECK. Yes, you totally want to be him. And if not: BITE HIM!
Usagi from Sailor Moon might be one of these. She starts out as an ordinary school girl, then quickly gains magical powers, a small platoon of new friends, a destined love from a previous life, and finds out that she's a princess who's going to rule the world sometime in the distant future. Though considering Usagi's personality, that last one might not be so great after all.
Given how popular Sailor Moon remains and the number of fandom-created senshi, it's safe to say the characters are all escapist to some degree. No matter what happens, the Scouts are loyal to each other and pull through without long-lasting psychological damage. Going from an awkward adolescent to a badass fighter in an improbable outfit is a considerable upgrade for most people.
Haruhi Suzumiya. Somewhat deconstructed, especially considering she's the closest thing that the early novels and the anime have to an antagonist...
One could argue that Kyon is more of an escapist character. He's reportedly very smart (though he never claims it), constantly making witty comments, and is surrounded by three good-looking (as acknowledged in-universe) female characters, at least one of whom is likely to appeal to you.
The other Haruhi from Ouran High School Host Club. A poor girl with incredible grades, great cook, and surrounded by six drop-dead gorgeous men (and making snarky comments all the while)? Yep, Haruhi definitely fits here.
Golgo 13. The thing about Mr. Togo is that, yes, he's a nigh-unstoppable assassin with aim such that he's unironically referred to as the Hand of God, with more money than the entire nation of Japan, who regularly talks women he's never met before into bed... but he doesn't seem to enjoy any of it. Verges on deconstructing the idea.
Alucard from Hellsing. Seras is also an example, as she goes from a police girl with a tragic past to an elite vampire soldier and even takes Alucard's position for a while.
It could be argued that there are Escapist Character tendencies for most of the cast. There are many scenes that may and probably will go beyond suspension of disbelief, but the stylization with which Hirano pulls it off is so awesome that it can be excused on account of Rule of Cool.
Love Hina's Keitaro Urashima. For everyone who ever couldn't get a date, what could be better than suddenly becoming the guy in charge of an all-girls inn, with an onsen, where practically all of them eventually fall for you? Sure, there's the physical pain inflicted on a nearly daily basis, but most would agree that it's Worth It.
Of course, this also pretty much applies to the protagonist in any harem series. Tenchi Muyo!, Maison Ikkoku, etcetera. Amusingly, one of the biggest complaints about these sorts of characters being wishy-washy ignores the fact that it's the easiest way to make an escapist character not feel openly exploitative of the situation.
Guts from Berserk can be seen as this. Even though some really nasty and horrific things do happen to him the whole time, his conviction in facing opponents that would terrify a normal human being, along with his cool sword and great look, probably make him someone to admire.
Simon the Digger of Tengen Toppa Gurren Lagann. His beloved adoptive brother is Kamina, he hangs out with Yoko and Nia, almost everyone around him is incredibly supportive and he ends up leading a rebellion against (in order) an earth-wide tyranny, then a universe-wide tyranny at the ages of about fourteen and then about twenty-one. In a world where mechs quite frequently do the impossible, he's literally the best Gunmen pilot there is.
Fist of the North Star: In another story, Kenshirou would be a Mary Sue. Luckily, it's not too hard to want to be him. This is a dude who beats enemies and blows them up like bombs on a day-to-day basis. He protects the innocent, and more or less turns into The Messiah. He has to work at his victories and doesn't just get them handed over to him on a silver platter. This guy has coolness surrounding him like an aura.
Lupin of Lupin III. He's a Phantom Thiefwith a Heart of Gold, traveling the world stealing priceless artifacts with his masterful cunning, trying to score with recurring Femme Fatale Fujiko (or the Girl of the Week) and always managing to be one step ahead of both the law and his adversaries. As quoted from author Monkey Punch in an interview with Anime News Network: "Lupin is by far the character I most relate to. What I really like about Lupin is his freedom, his boundless freedom that allows him to do whatever he wants whenever he wants and never really be tied down to anything or anyone in particular."
Superman. The name "Metropolis" comes from the Greek and Latin roots for "city," so Clark Kent is basically Everyman, Everywhere.
More specifically, he was the 'Man of Tomorrow ', i.e. he was supposed to be what ordinary people might dream of someday becoming.
Batman. Grant Morrison actually talked about this and claims that for all the talk about how much of a fantasy Superman is, Batman is even more so:
"Batman is obviously much cooler, but that’s because he’s a very energetic and adolescent fantasy character: a handsome billionaire playboy in black leather with a butler at his beck and call, better cars and gadgetry than James Bond, a horde of fetishfemme fatales baying around his heels and no boss. That guy's Superman day and night. Superman grew up baling hay on a farm. He goes to work, for a boss, in an office. He pines after a hard–working gal. Only when he tears off his shirt does that heroic, ideal inner self come to life. That's actually a much more adult fantasy than the one Batman’s peddling but it also makes Superman a little harder to sell. He's much more of a working class superhero, which is why we ended the whole book with the image of a laboring Superman."
Or as a comedian put it: "I wish I was Batman; not so much the fighting crime, I just wish I was rich and my parents were dead."
Captain Marvel took up the Wish Fulfillment a notch by taking Billy Batson, a boy within the age range of the target demographic, and giving him the ability to transform into a superhero very much like the one kids were into at the time. Unfortunately, the courts agreed with DC that it was a little too similar (which interestingly ended up with them in the same universe).
Kitty Pryde of the X-Men is this trope personified. Started out as the team's Naïve Newcomer, and grew up to be a Badassninjagenius with a petspacedragon and Gentle Giant boyfriend. And the fandom rejoiced, for they watched every step of this journey from Everygirl to Super-Special Heroine and wished they could be her (or "be with her").
In the case of both Storm and Wolverine, sometimes this got carried so far that even for teenage dreamers, it became something of a running joke. For example, the infamous scene where a depowered Ororo somehow manages to defeat Scott Summers in a Danger Room contest, using rules which he more-or-less could not lose under. She manages to dodge energy blasts moving at the speed of light, more-or-less, and it was so blatant that even many of the fanboys ended up saying 'what?' And Wolverine, after a while, simply became a running joke with a Lampshade on his head much of the time.
Even Chris Claremont, who wrote the Storm/Cyclops fight, seemed to realize it was a bit silly, as 50 issues later he retconned it by claiming that Cyclops was being psychically influenced at the time [[spoiler by Madeline, who wanted him to lose so he would retire and come live with her instead.]]
Of course, some would argue that Indiana is just as much an escapist character in that movie. He's older, but he's just as badass, able to perform many stunts that would be beyond most people his age. He's still cracking ancient mysteries, and even helps a group of aliens get home, after they were stranded on Earth. And he ends up marrying a beautiful woman who is gutsy and able to drive a truck into a river without flinching.
Liam Neeson's character in Taken is this for the middle-aged set. Despite being a middle-aged divorcee, he is still freakishly competent on his his quest(s) to save his family (that does still love him, deep down), including rescuing his (explicitly) virginal college-aged daughter.
Aladdin. In just 90 minutes he went from living off stolen food to having the friendship of an all-powerful-genie-Robin-Williams, a flying carpet, the affection of the richest, most desirable girl in the kingdom, and an assured future as the next Sultan — and this status remains through two movies and 86 half-hours. That's pretty darn escapist.
For a meta in-universe example of this trope, there's a wild theory that Ferris himself is an Escapist Character created in Cameron's mind so he could manifest his wish to break free from the boring routine and face his social fears (and specially his father).
Limitless presents us the answer to “What if they make a pill that would give you Super Intelligence?” Eddie Morra takes Wall Street by storm and wins millions by only taking a pill. Sounds like fun? But if you get everything you want by only taking a pill, you felt entitled to a lot of more other things without any effort. The movie deconstructs Eddie into a Jerk Ass with Acquired Situational Narcissism that cannot recognize where is the Moral Event Horizon anymore.
Smith from Shoot 'Em Up is a master of every firearm known to man, kills dozens of people in increasingly more creative ways, battles strawmen on both sides of the political spectrum, gets to have sex with Monica Bellucci, and rams inconsiderate drivers off the road without consequence.
J from Men In Black definitely qualifies. He gets to wear a natty black suit, gets some awesome gadgets to play around with including an Amnesia Ray and the ray gun equivilent to a Cute Bruiser, a car that can drive on the ceilings of tunnels, and he STILL gets to out-cool Rip Torn and Tommy Lee Jones as well. He even manages to recruit a female MIB and avert the loneliness of the job. And he gets to save the world and hang out with alien pugs and chain-smoking worms all day!
Sucker Punch invokes this both for the characters themselves and for the audience. To cope with the traumas in their lives, the girls create fantasized versions of themselves, who are badass warriors who mop the floors with robotic Nazis, orcs, and whatever else comes their way. Meanwhile, they invoke all kinds of daydreams the audience members have: piloting awesome mechas, mowing down enemy soldiers with machine guns, fighting robotic samurai with katanas, etc.
Sherlock Holmes can solve any case, no matter how bizarre, and can identify a person by a strand of hair inside a hat! And right so inhumanly often. (People tend to forget the cocaine addiction and original shut-in nature.)
Bobby Pendragon in the Pendragon books starts out this way. That is, until we see just how awesome a villain Saint Dane is. And maybe even after that too.
Bella Swan (for Twilight's target audience). Her oft-complained about blandness was not a result of bad writing, but a deliberate decision on Stephenie Meyer's part so readers can step into her shoes more easily and experience what it's like to be loved by Edward Cullen.
Lord Peter Wimsey has elements of this: Dorothy L. Sayers created the character when she was desperately poor and got a certain satisfaction from making him the richest and most self-indulgent man in London.
Artemis Fowl. Doesn't have to go to school because his parents are either missing or bedridden. He has a Battle Butler and enough money to indulge a self-admitted childish belief in fairies and magic. Though only 12, he's treated like an adult.
Percy Jackson. So what if you don't do well in school, and your stepfather is a jerk? You're really a super-powerful demigod with Poseidon for a father, and you get to do cool stuff from now on! Though as with Harry Potter, Cerebus Syndrome set in, and became more of an example of It Sucks To Be The Chosen One.
Dagny Taggart of Atlas Shrugged. Whilst she is clearly an idealized author avatar, a significant portion of the book's female audience has found Dagny provides a satisfying fantasy for them, as well.
Honor Harrington: The eponymous heroine is a starship commander, the most victorious admiral in her either of her two nations' histories, the first or second highest ranking officer in both militaries, a feudal lord in both those nations, filthy rich from prize money and her landholdings, is genetically engineered to be stronger and faster than the average human, has several bionic implants, is one of the few humans to be mentally bonded with a friendly but badass alien companion, and Married both to a handsome, intelligent man and his kind and loving wife. To top it all off, every one of her victories, titles and ranks was earned by her own hard work and talent. If only all of our toils paid off as well as hers!
There's Taran, from The Chronicles of Prydain. He goes from being an awkward, rather whiny Idiot Hero to being a brave fighter who participates in multiple battles and even is a war leader in the last one. He meets and holds council with the land's High King and multiple princes and noblemen, with one lord offering to name him as heir to his lands. He's wise (said lord wanted to adopt him because Taran was able to use his wits to end a long feud between two bickering noblemen), kind, and inspires the Commont Folk to rise up and participate in the war against Arwan. The series also ends with him becoming High King and marrying the beautiful, clever princess Eilonwy. On the other hand, he only gets most of those things by sacrificing most things he desires, constantly feels the pain of those who died under his command, and ends the series with his friends leaving him, and him considering the position of High King to be mockery, initially.
Data from Star Trek: The Next Generation and Spock from Star Trek: The Original Series both serve as the same sort of wish fulfillment archetype for socially awkward Trekkies. To wit, they're smart, respected, physically powerful, long-lived, and they're blessed with loving and devoted friends even though they themselves have never learned human social skills.
Riker. Has a killer beard, grew up in Alaska, knows martial arts, plays trombone, will wipe the floor with you at poker, isn't afraid to break the rules, unflappable (well mostly)... And then he turns out to be an augment exile in one of the books. Squee!
Kirk. Spock is smarter than him and probably stronger than him, but Kirk gets a spaceship. And women. Don't forget the women.
The Doctor, from Doctor Who. Owner of an effectively self-powering, Bigger on the Inside time machine that lets him go anywhere in time and space he feels like - and no matter where that is, his ability to save the day lets him get away with acting (and dressing) like a complete lunatic regardless of cultural norms. Oh, and his travelling companions tend to be attractive twenty-something women.
As a corollary, the Doctor's companions (especially Rose, who was explicitly created for this). Many, many children in the UK have grown up wishing the Doctor would come and whisk them away to adventures in his TARDIS.
Jane By Design's Jane is shaping up to be this. She has multiple potential love interests, a fantastic job that comes easily to her, and all problems she has are quickly resolved.
Dr. House, despite the chronic leg pain and occasional mental breakdown, is really fun to watch because he skewers stupid people without mercy. And he pretty much always gets away with it. Who doesn't want to be able to tell coworkers and customers exactly what you think of them?
Back in the 70s, The Six Million Dollar Man embodied this in some ways (though Steve did have some problems his bionics could not solve). Interestingly, the other in-universe characters provided some counterpoint, there was another bionic man who had turned out to be psychologically unable to handle it, and Steve's lady-love Jaime Sommmers had recurring problems of bionic rejection that made her superpowers something of a double-edged blessing.
Breaking Bad's Walter White is an interesting example. He's a lower-middle-class teacher who gets crapped on in every possible way, including getting cancer... and he's also a meth dealer who is completely bad-ass. A lot of people can identify with the crapped-on part—in that sense, he's a This Loser Is You character. And then we fantasize about kicking ass, like Walt's alter-ego does. Like Harry Potter, just grittier. Much grittier.
Jason King writes best-selling novels, travels to exotic locations around the world, seduces beautiful women by the busload, and had a knack for getting himself into and out of tight situations. And he does all this with his own individual and peculiar sense of style.
Sports Night was once described as the office where everyone wants to work (in contrast to The Office, where everyone does). Issac is the ideal boss, Dan and Casey are the friends/co-workers you wish you had, and the loyalty of the characters to each other is extreme. Whenever a group member has a problem, expect the characters to do rally around them, even when doing so would be firmly at odds with their stated job duties. The characters and their choices are wildly improbable and idealistic, but they're the gateway to a world in which people do the right thing.
The West Wing: Keeping in mind the above, but with the stakes raised from "cable sports show" to "the White House." Would any White House staff member ever be so idealistic and willing to put principles ahead of politics, let alone be so bold in their politics? See their rivals as human beings first and enemies second? Of course. Almost the entire cast falls under this trope, but Donna, the audience surrogate (who is treated very well despite being an administrative assistant), Sam, Toby, and Leo stand out for being incredible idealists with improbable skill-sets.
Since he's a James BondExpy, it's not surprising that James West easily qualifies. His partner, Artemus Gordon, gradually develops into one as well.
You know those people who take too long at lines, are massive hypocrites, abuse animals, borrow money without returning it, or just generally piss you off every day? Do you wish you could beat up those annoying people with no consequences? Everett True can.
Much of the appeal of Stone Cold Steve Austin was that he said whatever he wanted and did whatever he wanted, then cracked open a cold beer (or six) afterward. Raise your hand if you had a boss or co-workers you've fantasized beating the hell out of and telling off with no repercussions. Exactly.
While video games tended to mostly cater to the male demographic when it came to escapist fantasy (from your Duke Nukems to your Master Chiefs) Lara Croft was probably the first video game character female gamers could project themselves onto. While it's debatable how twisted the character became since her first game to being mainly exploited for sex appeal, the fact remains she's an educated, badass, world traveling explorer and ass kicker extraordinary who is never portrayed as a victim and always in control of the situation. "She was Indiana Jones, but witty, measured, sophisticated. She shot first and asked questions later. She screamed only when seconds from death. She never, ever needed saving."
The new reboot seems to bring Lara down a bit from being so larger then life in an attempt to make her more relateable, but she still remains an untrained twenty something post grad with more academic know how then a chief archeologist, and once she takes a level in badass (a prerequisite for any origin story) morphs into the familiar Lara of old along with some realistic flaws to make it even easier to project onto her as she goes on adventures.
Master Chief in the Halo series, and especially Noble Six from Halo: Reach, since customization allows the player to identify even more with the Spartan who just happens to be as "hyperlethal" as Chief - and can even be female.
Alex Mercer in Prototype. Why? Shapeshifting with no squick, easy Instant Expert, and by the end of the game is a God Mode Sue. However, everyone has wanted to be able to pick up a taxi and run down the sidewalk killing hundreds and that's just something you can do at the beginning. This game is the only stress relief you'll ever need.
When one terrified opponent asks "What ARE you?", the urge to reply (out loud) "I'm Batman" is almost irresistible.
Deus Ex: JC Denton and his follow ups are this trope in many different ways. You have control over absolutely everything in the game. Characters live or die at your whim. All factions need you to accomplish their goal, but only you decide who wins. You can be an implacable killer or a perfect pacifist but no matter what, you are going to be a Bad Ass. You don't need a Deus ex Machina when get get to be him.
In the previous games, Maya, Ema, and Trucy can count as this as well. They all get to tag along and help out investigating crime scenes, are clever enough to make at least one helpful observation or contribution, become close friends with Phoenix or Apollo, and have some talent that really helps out (Maya's channeling, Ema's forensics techniques, and Trucy's magic tricks).
Apparently, Tim Schafer designed Raz from Psychonauts to be this. This is why he's human; originally, the game was going to be about a psychic ostrich. Seriously.
There's also the protagonist of Brütal Legend, from the same creator: Riggs is a jaded roadie who feels his love for classic overdriven guitar riffs is underappreciated in an era of nu-metal emo teenage crap. He ends up in a world where his roadie skills allow him to create war machines and his guitar can make the emo kids' heads explode. This dude embodies every metalhead's secret fantasy.
Sora from Kingdom Hearts got to live out millions of kids' childhood dreams of being involved in various Disney Movies. Add being the Chosen One into the mix and he's officially become the Escapist Character we all dreamed of being as kids.
Sonic the Hedgehog. He's fast, powerful, and incredibly acrobatic. Who wouldn't want to be him? Shadow counts too.
Shadow may be even more obvious in fact. He's as strong as Knuckles, as fast as Sonic, uses guns, cars, cursing and can choose whichever side he wants be on at any given moment. He's immortal, very intelligent, and pretty much has magical/super powers along with several transformations. And he kicked Silver in the back of the head.
Asura from Asuras Wrath is definitely one of these. He's extremely powerful, and can punch out planet sized objects. He seems to subvert this somewhat, in that when his Old Master Augus thinks the way an escapist character should; fighting, eating, Drinking, and sleeping with babes, Asura seems to not like it much, and is only focused on retrieving the daughter the 7 Deities took from him.
Most Pokemon protagonists. You're a young child around 11 - 16 traveling the country without any adult supervision. You get to fight villainous teams using often times cute animals with extraordinary powers. You become the best trainer in that region within a few months.
Gordon Freeman from Half Life. Genius MIT graduate working in a secret research facility turned Action Survivor in the first game, then in the second he fills a role of leadership for an oppressed humanity. All of this mainly with a crowbar. He's essentially this trope in videogame form. Could have something to do with him being a Silent Protagonist.
The title character of The Fancy Adventures of Jack Cannon Sure, he doesn't get all the chicks (at least not yet), but he can beat you down faster than you can say, "Look out! Jack Cannon's about to punch you with his kung-fu-like action!"
The Kids in Homestuck. You can't get along with your parents and your only close friends are online, SHIT IT'S ADVENTURE TIME. And then it all turns out horribly wrong. Have fun!
Kirk in The Gungan Council is based heavily off of theKirk, and generally flew around in a ship blowing up things and getting lots of tail. However, averted due to having a terminal disease.
The Bastard Operator From Hell is the quintessential Escapist Character for netadmins. The early stories were rapid-fire blackmail/torment/abuse stories where the BOFH would perpetrate atrocity after atrocity upon the hapless end-users (spelled end-lusers) on his network in revenge for their wasting his precious time. Later stories are accounts of him and his assistant masterminding hilariously convoluted schemes to leverage or maintain their political untouchability around the office. Among the most memorable stories is the account of his negotiating overtime as well as meal expenses for after-hours network maintenance. When the boss grudgingly agrees that "Fine, I'll go as far as pizza," the BOFH wastes no time in ordering a $15,000 stainless-steel imported Italian pizza oven to put in the company cafeteria. And gets away with it scot-free. The number of bosses he's gone through, due in no small part to stress-induced cardiac arrest, is uproariously funny.
Spoofed in an episode of The Simpsons with Biclops, a nerdy superhero who wears glasses that resemble Milhouse's and spends his time beating up jocks.
Ben Tennyson from Ben 10 for all kids who would like to turn into any alien with superpowers that they want to. Even more so in thesequels, where he eventually gets Famed in Story.
Bugs Bunny. There is a quote on the Daffy Duck page that says: "Daffy is who we are, but Bugs is who we would like to be."
Family Guy: Peter Griffin. He is loud and obnoxious, a sociopath, and often hilarious. He gets away with things many people wish they could.
Phineas and Ferb, especially Phineas, seem like Marty Stus in that nothing can defeat them. But without Phineas's optimism and the inventions the brothers build, the show wouldn't be nearly as awesome and fun.
Vanellope Von Schweetz from Wreck It Ralph, evoking sympathy from her situation as an outcast to becoming a Badass Adorable, has spawned a legion of cosplayers in a very short amount of time.
The mane cast from My Little Pony: Friendship Is Magic. How so you may ask? Even if you aren't female, the idea of being a part of a group of extremely close friends is an almost universal desire. They're also diverse enough in their personalities that you'll be able to relate to at least one of them.
They can also do some really amazing stuff that some people wish they could do, like being a master of magic, fly at the speed of sound, while leaving a trail of rainbows, being able to buck apples down with ease, be a fashonista with the aid of magic, bend reality with cartoon physics, and being able to befriend animals.
They also live in a beautiful world populated with people who are nice and friendly, there's seemingly little crime or pollution, everyone can lead a happy, productive life doing something they really like, and everyone has a distinctive talent that make them special and they can take pride in. Who wouldn't want to live in Equestria? And that's not taking into account that you may be able to fly or do magic, too. Just stay away from the monster infested forest.