I agree that often the point of an anecdote is to reinforce something you've taken to be true, from the teller's perspective. But from the listener's perspective, hearing an anecdote is often viewed as a way of exposing yourself to valid incoming evidence.
I, along with thousands of others, willfully embrace this bad mode of reasoning often when I read Yelp reviews, for example. I think, "I wonder if Restaurant X is good... hmm... let's see what contrived, one-off experiences that others found noteworthy enough to report..."
Of course, elements of Yelp can be very helpful, and to the extent that I am careful to apply filters, look at statistically common reviews, account for selection bias, and so forth, it's not that dangerous to just generalize from Yelp reviews. But just think of all that stuff I said which I need to do to ensure careful interpretation of Yelp reviews! And Yelp reviews can almost always be taken as true (or a 'true perspective' at least). Imagine how much harder that problem becomes when reading fictional sources of input.
As an extreme example, I have an anecdote (har har) from my childhood about anecdotal reasoning. My dad was a corpsman in the Marines and often overestimated his own medical prowess because of his experience. Once I had to get stitches very close to the corner of my eye (from a nasty scrape during a basketball game). My dad thought the prices for "just getting stitches" were outrageous. He sought out some anecdotal opinions of the doctor and others had plenty of one-off stories about why they didn't like this particular doctor.
So my dad (very incorrectly) reasoned that it was better for him to take out my stitches at home. Luckily, I wasn't injured, but my mom and dad sure had a pretty bad fight about it. Obviously, he was suffering from more severe biases than just fictional evidence, but the stories he used to justify his preferred actions were basically just embellished stories of doctor dislike. Presumably they were mostly fiction and the doctor was a perfectly skilled doctor (perhaps he didn't have good bedside manner or something).
Anyway, my point is that this stuff comes up in different ways, and often. The teller is often motivated to believe their own conclusion. But listeners may seek out anecdotes for lots of other reasons. In the small town where I'm from, a drop of anecdote is worth more than a gallon of higher quality evidence, for sure.
Andrew Gelman has a post up today discussing a particularly illustrative instance of narrative fallacy involving the recent plagiarism discussion surrounding Karl Weick. I think there are also some interesting lessons in there about generalizing from fictional evidence.
In particular, Gelman says, "Setting aside [any] issues of plagiarism and rulebreaking, I argue that by hiding the source of the story and changing its form, Weick and his management-science audience are losing their ability to get anything out of it beyond empty confirmation."
I am wondering if anyone has explicitly looked into connections between generalizing from fictional evidence and confirmation bias. It sounds intuitively plausible that if you are going to manipulate fictional evidence for your purposes, you'll almost always come out believing the evidence has confirmed your existing beliefs. I would be highly interested in documented accounts where the opposite has happened and fictional evidence actually served as a correction factor.
For what it's worth, I personally enjoy a watered-down version of the moral that Weick attempts to manipulate from the story that's discussed in Gelman's post. My high school math teacher used to always say to us, "When you don't know what to do, do something." I think he said it because he was constantly pissed about questions left completely blank on his math exams, and wanted students to write down scribblings or ideas so he could at least give them some partial credit, but it has been more motivational than that for me.