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We all fantasise from time to time – about landing our dream job, finding our perfect partner or moving into our ideal home. But some people go much further, creating new personas and elaborate fantasy worlds that become central to their lives. Nicola Kelly finds out why, spending time with cosplayers, delving into the virtual world of Second Life and visiting the nightclub where people explore their sexuality by dressing as unicorns and dancing to trance music.

(Image: Human unicorns in parade, Credit: Shutterstock)