Two of my favorite fantasy novels are Susanna Clarke's Jonathan Strange & Mister Norrell and Jack Vance's The Green Pearl. Both are very weighty tomes that suck you into richly detailed, immersive universes, and one of the techniques the authors use to do that is the liberal sprinkling of footnotes. These serve as little asides, often mini-stories in their own right, that you can dip into to get a sense of the broader world behind the action of the novel.
This is one way that e-publishing and regular publishing will co-exist and feed into each other. Ebooks are ideal for flash fic that you can snack on in between longer episodes of the main narrative. With that in mind, I've corralled all those whimsical letters to the Royal Mythological Society and packaged them up as a Kindle book called The Year of Wonders that goes on sale on Amazon today. It's previewed on the BookBuzzr free flipbook site.
The Year of Wonders comprises more than fifty fantasy and SF tales in vignette form, from the mysterious giant hand found in a wood in Yorkshire to the best way to deal with a dragon that's taken a shine to the gold reserves of Fort Knox. At a price of $1.13 in the US, £0.71 in the UK - yes, that's for the whole book - what are you waiting for?