In the famous short story "The Secret Life of Walter Mitty" by James Thurber, a mild-mannered, unassuming man compensates for his dreary normality by creating vivid daydreams within which he lives for much of the time. In the story, the daydreams alternate with the real world as Mitty accompanies his wife on a shopping trip.

In the first daydream, while he is driving a car, Mitty self-identifies as the Commander or the Old Man. He is in the Navy, in full-dress uniform, and he is leading the crew of a hydroplane "through the worst storm of twenty years of Navy flying." As ice collects on the pilot window, the members of the crew reassure each other that Mitty will get them safely through the storm.

The second daydream is brought on by Mitty taking his gloves on and off and then driving past a hospital on his way to a parking lot. In this fantasy, he is a highly respected surgeon operating on a millionaire banker. The other surgeons all flatter Mitty, and before he begins operating, he repairs an important machine with a fountain pen. The patient is fading fast, and the other doctors plead with Mitty to take over.

The third daydream is inspired by a newsboy walking by shouting about a trial. Mitty is sitting at the witness stand during a murder trial. The District Attorney shows him a gun and asks if he is a "crack shot." Mitty confesses that he is an expert shot with his right or his left hand. When the District Attorney takes a swing at Mitty's woman, "a lovely, dark-haired girl," Mitty hits the District Attorney "on the point of the chin."

Mitty's fourth daydream comes on as he is sitting in a hotel lobby perusing an old copy of Liberty, a magazine, about aerial warfare. Mitty is a fighter pilot who decides to take his plane up alone when none of the other men are capable of flying. He drinks several brandies before leaving to fly his plane "forty kilometers through hell."

The fifth daydream comes on while Mitty lights a cigarette and stands up against the outside wall of a drugstore his wife has entered. He imagines he is a condemned man smoking his last cigarette while facing a firing squad. He refuses to have a handkerchief tied over his eyes and faces the firing squad "erect and motionless, proud and disdainful."

Walter Mitty is an ordinary man who often creates extraordinary scenarios in his mind in order to escape and deal with reality. He likes to daydream and imagine himself in situations where he is the hero and the center of attention, and these daydreams are commonly a response to the dullness of the environment in which he lives in. All of his dreams apart from the fifth one are interrupted.

For instance, in the first daydream, he sees himself as a Navy pilot navigating a plane through a storm. He's driving with his wife sitting next to him, and she interrupts his daydream by telling him not to drive so fast.

In the second daydream, he sees himself as a renowned surgeon after seeing a hospital. He's operating on a rich millionaire and he's interrupted by a parking attendant, who tells him that's he's driving on the wrong lane.

In the third daydream, Walter is a skilled marksman who's on a trial for murder. He punches the district attorney and he wakes up when he remembers that he has to buy dog biscuits, as his wife has instructed him.

When he returns with the dog biscuits, he daydreams about being a fighter pilot; he drinks a glass of brandy and runs on the active battlefield to the plane. This daydream is also interrupted by his wife when she taps him on the shoulder and asks him if he bought the biscuits.

In his fifth and final dream which doesn't get interrupted, he daydreams that he's a condemned prisoner standing in front of a firing squad, fearlessly and coolly smoking a cigarette.

1. In the story's opening, Walter Mitty is driving in the car with his wife but daydreaming about being a Navy commander flying through a dangerous storm in a "SN202" with an admiring and devoted crew.
2. Mitty's next daydream casts him as a surgeon called in to consult on a difficult case; a millionaire needs an operation, and Mitty not only has to step in to fix the "anesthetizer" with an ingenious use of a fountain pen, he has to finish the surgery. 
3. In his third reverie, Mitty is on the witness stand, coolly testifying in a murder case.  He is on trial, and his expertise with guns so unnerves a woman that she faints.  Mitty catches her and then punches the district attorney who lunges for the woman. 
4. Mitty imagines himself casually tossing back brandy while a fierce military battle rages around him.  He straps on a sidearm, prepared to sprint through heavy fire to fly a crucial solo mission to an ammunition dump.
5. In his final fantasy, Walter Mitty faces a firing squad, showing no fear as he finishes a cigarette and flicks it away, disdainfully. He refuses a blindfold, preferring to face his executioners. 

Walter Mitty first imagines himself flying a Navy airplane through a terrible storm; his men are scared and his bravery gives them hope and courage.

Mitty then imagines that he is a surgeon of great skill, overseeing an operation; when an anesthetic machine breaks, he is able to fix it, and the other doctors ask him to step in when the surgery becomes difficult.

After that, Mitty imagines himself on trial for murder. Although he has an alibi, he is the world's greatest pistol shot and could have committed the murder with either hand; this admission results in a courtroom commotion:

...suddenly a lovely, dark-haired girl was in Walter Mitty's arms. The District Attorney struck at her savagely. Without rising from his chair, Mitty let the man have it on the point of the chin. "You miserable cur!" . . .
(Thurber, "The Secret Life of Walter Mitty," bnrg.cs.berkeley.edu)

Next, Mitty dreams of being an ace fighter pilot, the only one left after all the other pilots are taken sick with fear. Mitty prepares to fly alone into a hail of anti-aircraft fire, the only hope of the Allies.

Finally, Mitty tries to relax with a cigarette, and his subconscious places him on the wall of a firing squad. To his mind, he will never escape his tepid, ordinary life, and so he is doomed.

In each fantasy, Mitty is the hero and the center of attention; in reality, he is entirely normal, and other people barely notice him.