Actually, yes. I remember a very popular TV series from my previous life, in which the protagonist, a rural lad, falls in love with a city girl spending her vacation near his village, but then going back home. So the heart-broken lad breaks up his engagement with his rural girlfriend and embarks on a journey to find his city love. Each episode was an encounter of the protagonist with some aspect of the urban life from which he learned something useful. So when in the end the protagonist finds his "lost love" he learns that she his engaged to some city slicker who start poking fun of the rural dude. This is when what the protagonist learned in his urban journey pays off, as he smashes the slicker with his wit and wins the heart of the girl. (for those of you who read Polish, here is the link http://www.filmweb.pl/Daleko,od,szosy,%281976%29,opisy,FilmDescriptions,id=3 5024)
A narrative of this genre can be found in the US, I think, cf. "Breakfast at Tiffany's" http://www.reelclassics.com/Movies/Tiffanys/tiffanys.htm but evidently it did not gain much popularity.
But more seriously - the common dream of the working class/rural folk was to become a doctor or an engineer - or a practical industrial occupation such as a welder or a machinist. City slickers, by contrast, wanted to be psychologists, artists, writers and philosophers.
The narrative of wilderness (Poland has quite a bit of it in the eastern part) and masculinity was not very common, albeit it was a bit more popular with the generation coming of age in the 1950s, see for example the classic film by Roman Polanski "Knife in the water" http://movies2.nytimes.com/gst/movies/movie.html?v_id=27578.
I do not think that escapism to a fantasy land played any significant role in the working class consciousness in Europe (or at least central and northern part of it). Even the dream of America, which did play a significant role, was that of urban and industrial prosperity rather than escaping to the wilderness. That is perhaps one of the factors that may explain why European working class decided to change the life in the land they already occupied instead of escaping into fantasies.
BTW, I was told a story (could be an urban legend) that in the 1950s and 1960s the Soviets used American western movies for propaganda purposes to show primitivism of the American life - suggesting that the films show the actual living conditions in the US.
Wojtek