I have personally never been one to wish that I lived in another world. I am very much of this world, and a student of it, and I find that it offers more than enough to occupy the mind. The habit of drifting from this world into "another" is, however, regarded by many as a mark of the creative mind.

"What do I hear? But the world of details, who has never dreamt of that other world, what of that world? I have believed in it ever since I was fifteen. I was concerned with it then, and this memory lives within me, as an obsession never to be abandoned. . . . That other world is the most important of all that I flatter myself I have discovered: when I think of it, my heart aches." (these words are attributed to Bonaparte in the introduction to Saint-Hilaire's Notions synthétiques et historiques de philosophie naturelle). 
     Michel Foucault, "Docile Bodies"
     in Practices and Knowledge

It seemed to him . . . however rounded and various his life might present itself to him as being, that what had had quite a different and lasting influence on him was something that had then seemed to be among all things the most unreal: namely that romantically expectant state of mind which had whispered to him that he should belong not only to the bright and bustling world, but also to another world, one that hung suspended within it like a holding of the breath.
     Robert Musil, The Man Without Qualities

It exists, my dream world, it must exist, since surely there must be an original of the clumsy copy. Dreamy, round and blue, it turns slowly toward me. It is as if you are lying supine, with eyes closed, on an overcast day, and suddenly the gloom stirs under your eyelids, and slowly becomes first a langorous smile, then a warm feeling of contentment, and you know that the sun has come out from behind the clouds. With just such a feeling my world begins: the misty air gradually clears, and it is suffused with such radiant, tremulous kindness, and my soul expanses so freely in its native realm -- . . . there time takes shape according to one's pleasure, like a figured rug whose folds can be gathered in such a way that two designs will meet-and the rug is once again smoothed out, and you live on, or else superimpose the next image on the last, endlessly, endlessly, with the leisurely concentration of a woman selecting a belt to go with her dress -- now she glides in my direction, rhythmically butting the velvet with her knees, comprehending everything and comprehensible to me . . .
     Cincinnatus, trying to write in his cell, in
     Vladimir Nabokov's Invitation to a Beheading

See: 
Where Do You Stop? 5 in another world

See also:
Herb 'n' Lorna 25 the belief among younger men that everything had been changed by the war, that nothing was the same, that nothing prewar had much of a role in the postwar world, that the world had broken forever with its past 
Herb 'n' Lorna470 Her heart went out once again to this wonderful man, this saintly man, who put so much effort into building a crazy world for his crazy wife, a world that seemed to have magic in it, a world where doors were hidden in bookcases and drawers lifted their contents when they were opened, a world with nonsense built into it so that his wife would feel at home in it, a world with unlikelinesses to match her irrationality, a world where she could feel sane. 
Reservations Recommended 547 I'm not suited to this world, this time, this culture 
Little Follies 232 I used to think that this stream came from another world. 
Little Follies 870 his father was embarrassed by his being, as Larry's mother so often said, "in another world" when he was concentrating on a gimcrack design 
Where Do You Stop?57 "Peter," he said. "Wake up. Snap out of it. You've been in another world. You know that?" 

A Topical Guide to the Complete Peter Leroy (so far) is a work of fiction. The characters, incidents, dialogues, settings, and businesses portrayed in it are products of the author's imagination and are not to be construed as real. Any resemblance to actual events or persons, living or dead, is entirely coincidental. 

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Portions of A Topical Guide to the Complete Peter Leroy (so far) were first published by Voyager, Inc., as part of The Complete Peter Leroy (so far).