Many religions seem to me to incorporate this same idea to form behavior models for their followers. The most recently popular example is "What Would Jesus Do?" (Unfortunately, believers must mostly rely (even more) on their imagination in this case, due to lack of canonical stories), but one could also look to Hindu mythology to find hundreds of characters that one could point to and say, "If this ever happened to me, I should handle it like Indra that time when..." This can be useful because it is really a filigreed GLUT; the narrative form actually makes it more personally memorable. More recently video game and movie heroes have filled this role. I personally think an interesting project would be to create a body of stories about The Least Wrong. I would nominate HPMOR but I think it would work better without prior associations (and save on copyright lawsuits).