Re-reading Shaw's Arms and the Man, I'm struck by how familiar the story really is. It's the story of the confrontation between an Ideal and Reality.
I've read it in Don Quixote, in Madame Bovary, in Death of a Salesman, in M. Butterfly. I've seen it in Main Street, I've encountered it in Faulkner and Steinbeck. It's in "Dulce Et Decorum Est" and a lot of other war poetry. It's even in The French Lieutenant's Woman, though treated a bit differently. I suppose it pre-dates Cervantes: you can sense it in Chaucer. And if you want, you can add to the list of books about it.
Over and over we see these characters deluded with a fantasy, with an outrageous ideal, with a cherished image. And over and over again, we see the comic and tragic consequences when these characters are forced to face reality. I suppose it's a natural theme for literature, for made up stories.