I’ve written about this before, but it—unsurprisingly—comes to mind again.
Probably any more-than-casual D&D player has read a story from Gygax’s Greyhawk campaign. (Not the published setting, but the actual campaign run by Gygax and Kuntz.) One of the earliest magazine articles about the game included one. They were told in the pages of The Dragon magazine. They were told in modules. They were told even in relatively recent issues of Dragon magazine.
Do some searching, and you can find a few stories from Arneson’s Blackmoor campaign.
Despite a lot of searching, though, I haven’t found a story from Marc Miller’s personal Traveller campaign or Steve Jackson’s personal GURPS campaign.
(Interestingly, a pre-GURPS SJG game, Melee, did open with a story taken from actual play!)
Perhaps those designers feel it would be inappropriately vain to talk about their games and good enough to let people create their own stories.
But such stories are, I think, important to communicate aspects of the game—as played by its creators—that the rules and advice alone do not. They certainly help breathe a life into it. Not that we then have to play as the creators do, but I think there’s still a lot of value in such stories.
More recently it’s become popular to make up stories to try to give a game more life, but it doesn’t work for me the way the stories of Gygax and Kuntz and company do.