Jesus that first ending of fullmetal alchemist where someone thought they weren't being obvious enough with the fascist metaphor...
I guess its not a good escape fantasy if you are reminded of the place you are trying to escape from all the time.
But I have 2 more off the top of my head and you won't like either.
Sword Art Online
Digimon Adventures
Technically both about children trying to get home after disaster. It seems to be the only group that tries to go home.