Yes.

Scientology.

Enough said.

As for the fantasy genre, it's not really that much supernatural. Mythical beings? That's a symbollic form of a multi-cultural society or ecosystem. The whole generally medieval fantasy is again a symbollic form of medieval ages. The wise or insane mages there are an ancient, legendary archetypes. I don't say I don't like the fantasy, but I don't see so much new there. My favorite fantasy novel is 'Ronan the Barbarian' by James Bibby, which is essentially a parody of the fantasy genre as such, and goddamn hilarious, in my opinion.

Sci-fi (and cyberpunk) is my favorite genre, there are the truly new and fascinating ideas, a free field for author's mind.

As for the belief in fantasy, I can't tell. I knew a lot of LARPers, fantasy RPG online players and so on, but there were no real believers among them, after all, it's fantasy, which is supposed to be different from the reality.
But with sci-fi, the border between the reality is very thin, and a lot of real facts is much more surprising than a lot of sci-fi stories. Often the stories are based just on a slight difference in the laws of reality.

I see you would also love the Neal Stephenson's book 'The Big U'. (a very good cyberpunk writer) Quote from Wikipedia:

 

The story follows the misadventures of a socially inept physics student, a pair of gun-wielding lesbians, a hardcore LARP/war gaming club, and other misfits through a series of escalating events that culminates with a full scale civil war raging on the campus of American Megaversity.

Told in first person from the perspective of Bud, a lecturer in Remote Sensing new to the university, the book attacks and makes fun of just about every conceivable group at university, though its portraits of the nerds/computer scientists/role players tend to be more detailed than those of other factions.

OH NO YOU DI' 'INT!

 

D&D (and the roleplaying industry as a whole) has gained an unfair reputation (mostly propagated by religious fundamentalists. Hi, Pat Pulling! Man, am I ever glad you died a terrible and much deserved gruesome death...) as 'corrupting' young minds (here, of course, comes the part that most parents seem to let slip beneath the radar; the 'corrupting influence' in question is part of the church doublethink, equating fantasy games with satanic occultism so that they can 'rescue' kids into the faith - in otherwords, it's the authority rather than the game participants who appear unable to seperate fact from fiction). In fact, the entirety of the gaming industry is mostly secular; when one thinks about it, it shouldn't be too shocking to realize. Roleplaying games immediately create an obvious distinction in the player's head between what is real and what isn't, and reinforces the idea that fantastical tales and creatures can still be enjoyed without the need for them to really exist in the world.

In part, I think this is why religious organizations hate the games so much. It's an affront to their beliefs that the supernatural might just be a fun little invention to grok with and invent dice mechanics for; if people stop taking their scare stories seriously, how are they supposed to control them anymore!?

I wrote the following a little over 8 years ago.

                                               Religion and Role-Playing Games

     I have noticed some parallels between religion and R.P.G.'s that I would like to point out.

1.R.P.G.'s include beings of immense powers far greater than those of mortal folk. Religion also has it's  gods and heroes of epic proportions.

2.R.P.G.'s include powers that defy all natural laws. Religion also defies the laws of nature.

3. R.P.G.'s have volumes of rules, guidelines, and magazines devoted to the game. Religion has volumes of texts, laws, canons, and magazines devoted to it's support.

4.R.P.G.'s have variant rules that allow us to play under different rules. Religion has various denominations that allow worshipers to believe different things.

5.Some people take gaming too far, preferring the game to reality at all times. Some people take religion too  far, preferring to see divine and infernal influences everywhere.

6.A lot of gamers use gaming jargon in everyday conversations.(Critical fumble, dude!) A lot of religious people use religious phrases in everyday life. (The Lord giveth, and the Lord taketh away.)

7.Some gamers are so fond of their game system that they hail it's superiority and deny that any other system comes close. Some people are so devout in their religion that they hail it's superiority, proclaiming it as the only true faith.

8.Devoted gamers like to meet on regularly scheduled days to game, share ideas, and socialize. Religions have specific days where the faithful come together for prayer and socialization.

9.Gamers feel a sense of unity and fellowship with other gamers. Church goers feel a sense of unity and fellowship with their fellow church members.

10.R.P.G.'s offer an escape from reality. Religion also offers such an escape.

Starting to see the parallels yet? The difference between the two is that gamers know when to put away their books, papers, and dice, and rejoin reality.

I think you hit the nail on the head with this. I'd say it's even more relevant today due to the increase in popularity of games like World of Warcraft. It's more addictive than any religion! If we could only get more extremist Muslims playing WoW they would be a lot less likely to commit atrocities. Who would want to fly a plane into a building when the could be raiding the Crossroads!!  (Sorry, ex-wow junkie)