Periodically people link to "rationalist" stories (or comics that are not really rational at all, that just happen to be vaguely related to AI), so I was a bit surprised to find not a single reference to Erfworld on a Lesswrong search.
Erfworld is a webcomic that essentially tells the same story as Harry Potter and the Methods of Rationality. Regular (but very smart) guy is transported to magical world. He systematically tries to understand the rules of that world and accomplishes all kinds of awesome stuff as a result. I feel like I've read the story a bunch of times, but HP:MoR and Erfworld are the only ones I recall that really did it justice on an epic scale.
While in many ways it's almost identical, it's playing with a different set of rules than Harry is, and the jokes and philosophical questions are playing around with different material. The main character is a strategy war gamer, and he finds himself summoned into a world that runs on Turn Based Strategy Rules. People can only take certain actions on their own "turn." Everyone has "stats", gain experience and level up. At first the whole thing seems like a silly gimmick, with the protagonist benefiting from genre-savviness. He starts out asking basic questions about the rules. Later on he starts challenging those rules - what is an actual law of the universe and what is merely convention that the inhabitants follow. Eventually he starts grappling with questions about how the morality of his old world plays into the morality of a world where everyone is tied ideologically to the side that they were created to serve, and people are not born - they pop into existence as adults as soon as their commander pays for them.
I think it does a better job of showing how a "real," "typical" smart person would try and understand a new, strange world. Harry is awesome, but he strains credibility in regards to how much he knows at the age he knows it.
Book 1 is done, and is a very solid, complete work that I recommend on its own. It features what is, to my recollection, the best use of the F-word in a work of fiction.
Book 2's still in progress. You can start reading here.