Couple of other things:
- The game Warlords Battlecry 3 (which is great, and has been permanently on my hard drive since v#1, even tho an older 2D game - presumably recognised greatness, as it's on Impulse ) - Had rather good loading screen 'history snippets' that were little slices of gameworld lore presented in faux-documentary historical style. I quite enjoyed this - although hilariously now the game is 5 years old you have to read quite fast to get it all in b4 the load is over! It gave an atmosphere of more epic scope than the game alone.
- One can use real-world quotes in fantasy and preserve atmosphere - the original 'Magic the Gathering' cards used to have such, and excerpts from books &c.