Here are a few examples of people traveling into another place, or more likely another reality.... through a song or play or book or computer...
Hank, from A Connecticut Yankee in King Arthur's Court, does not go through an actual picture. He seems to go through a picture of what he thinks Arthur's court would look like. The obvious parallel is Ash from The Evil Dead II, but I don't recall if he get sucked through a portal near the book or into the book itself.
In The Adventures of Baron Munchausen, it is not exactly clear if the Baron performed supernatural feats or if the little girl entered into the script.
It' not exactly what you're looking for... but The Matrix involves traveling into a real world from a fantasy world... and vice versa.
Along that line... the comic book Fables involves fairy tale characters coming to live in New York City.
Jennifer Lopez' character, in The Cell, travels into another character's brain.
I am also reminded of my mother reciting a poem by Robert Louis Stevenson... The Land of Counterpane.
When I was sick and lay a-bed,
I had two pillows at my head,
And all my toys beside me lay
To keep me happy all the day.
And sometimes for an hour or so
I watched my leaden soldiers go,
With different uniforms and drills,
Among the bed-clothes, through the hills;
And sometimes sent my ships in fleets
All up and down among the sheets;
Or brought my trees and houses out,
And planted cities all about.
I was the giant great and still
That sits upon the pillow-hill,
And sees before him, dale and plain,
The pleasant land of counterpane.
The movie Blazing Saddles has the movie characters spill out into Hollywood.
In Mistress Masham's Repose, the little girl does not go into the book Gulliver's Travels... she finds out that the Lilliputians have come to her.
In the other thread, the beginning of The Voyage of the Dawn Treader was mentioned. Contrast this with the end of The Last Battle where Eustace and Jill go into Narnia, then into the tent (the real Narnia), and then into the real, real Narnia.
Here's Tom Scholz' first single, More Than a Feeling. I've put the repeated chorus after the three verses...
I looked out this morning and the sun was gone
Turned on some music to start my day
I lost myself in a familiar song
I closed my eyes and I slipped away
So many people have come and gone
Their faces fade as the years go by
Yet I still recall as I wander on
As clear as the sun in the summer sky
When I'm tired and thinking cold
I hide in my music, forget the day
And dream of a girl I used to know
I closed my eyes and she slipped away
She slipped away
It's more than a feeling
When I hear that old song they used to play
I begin dreaming
'Til I see Marianne walk away
I read Lord Foul's Bane, the first of the Thomas Covenant books, when I was sixteen. I seem to remember that he was an author who slipped into his own fantasy story... or perhaps just a fantasy world. He called himself the Unbeliever because he thought it was all in his mind. So Covenant did not feel a need to be moral... and he raped a fifteen year old girl. Sooooo.... my girlfriend's father had also read it and wanted to discuss it with me... I was extremely reluctant to talk about rape with him. I wished I could've escaped into a fantasy....
And it's not through a book, picture, movie or song... but the basic premise of Quantum Leap (an early 90's TV show) was that Sam kept traveling into other people's stories.
Edit: Also the movie Galaxy Quest basically has the actors go into the TV show....
