In any event, I'm curious now about your close linking of Romanticism with nostalgia, in terms of gaming. (We can all wax poetic about Wordsworth and Keats and childhoods lost some other time

): can you elaborate more on that please? I can buy the linking of nostalgia and Romanticism on some levels, but I'm not sure then how aspects of Romanticism/nostalgia fit into the gaming.
This is a huge topic but one of interest to me and it will be difficult not to "wax poetic" to explain where I am coming from, but I will try not to overly indulge. First I would say that nostalgia is almost like a smaller, microcosmic version of the "Romantic longing" for the mythological Golden Age, which exists in all world mythology, before the Fall. I don't think this has to be past-oriented, however, as it could be a longing for a brighter future, a New Age to come. We could de-materialize this a bit and say that the Romantic urge is related to the spiritual quest for liberation or awakening, a deeper immersion into life. Nostalgia, then, is a kind of mundane glimmering of this, akin to the tip of a very large iceberg.
J.R.R. Tolkien is about as Romantic as you can get. There is a sense of loss in the LotR, of the ending of an ancient, more magical, age and the beginning of a newer one without elves, dwarves, dragons, etc. This is not to say that greater ages could not occur in the future, but that at the time of the LotR it is sort of a transitional phase from Myth into History (Tolkien himself said that he meant the LotR as quasi-historical, or rather that he would chronologically place it at around 6,000 BC, which works with Plato's date for the sinking of Atlantis/Numenor in approximately 10,500 BC).
One could argue that the engagement with fantasy worlds is inherently nostalgic and even Romantic. But it probably goes without saying that the primary (at least surface) reason people play RPGs is because of plain old fun. It is enjoyable. But then the question,
why is it enjoyable? This again varies with the individual and I think many are into it mainly for the tactical aspects, the "gameness." But for others, myself included, I think there is something else going on, which relates to my notions of nostalgia and Romanticism (I would actually argue that the vast majority of gamers have at least some inkling of this). To illustrate where I'm going with this, let me quote one of my favorite authors,
David Zindell, from
this Locus article:
"I really believe there are very few true atheists. I used to think of myself as one, until I realized that the God I was protesting against and said didn't exist was a religious God, it wasn't this feeling of wonder. 'Filled with wonder' to me is another name for a sense of God. If you lay down on the grass on a summer night when you're 10 years old and look out across the stars, and think about how big the universe is, and the countless beings that are there, and you're just taken out and away from yourself into something greater, that is a mystical feeling, and that feeling is a sense of God. I had that as a child, and yet I thought I was an atheist."
I can't really say it better than that. I think one of the primary reasons adults are interested in Fantasy (which I capitalize to imply the broad field of any kind of imaginative activity related to the fantastical, whether reading, writing, artwork, RPGs, etc) is to try to capture, or re-capture, this sense of wonder, which is akin to a sense of "God." When we are children before our own "Fall", which happens with the awakening of sexuality between around 12 and 15 (although sometimes earlier these days), we are awake to this wonderment, this Mystery. But then we lose it. My feeling is that we can, and really should, not only reclaim it but bring it alive in a new way, through our own engagement, our own activity of imagination--and without losing any of the new wonders of adulthood (like sexuality).
So I think that for many, if only on some very sub-conscious level, this yearning for wonderment, the Mystery, for God even, comes through playing RPGs, which is a creative activity that plays in the fields of imagination and, if you're lucky, stimulates that sense of wonder. For me it is harder to find it in the act of playing an RPG unless I have a really terrific DM (which I don't think I've ever really had). For me this comes mainly through my own creative practices, mainly writing, which is composed of world-builiding, myth-weaving, and story-telling. I get glimpses of it in certain writers--Tolkien, Le Guin, Zindell, Kay, Erikson, Moorcock, and a few others. But the most profound moments come through my own creativity.
There is much more to say but I've probably gone on way too long and I'll leave it there for now.