a list compiled by Alex Kasman (College of Charleston)
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You know how The New Yorker likes to publish vaguely bizarre short
stories that happen to take place in New York City? You know how lots of
authors who want to show a character who is afraid of "real life" use the
stereotype of the mathematician who hides from the world behind
mathematics? Then you won't be too surprised by this vaguely bizarre short
story from The New Yorker (May 26, 2003 issue).
Nachman is a mathematician visiting the Big Apple for a job interview. Although the potential employers have paid for his flight and stay in a fancy hotel, they remain anonymous and then fail to show up. So, even though he isn't a cryptologist, he attends a cryptology conference and wanders around town. In his wanderings, he meets a woman who clearly knows him well. In response to the woman's claim that he is a genius he says "I'm a good mathematician...good is rare enough, believe me." He agrees to meet her and her husband even though Nachman cannot recall who this woman is. In her apartment, while his hosts are still in the shower, he becomes embarrassingly weird and runs away. He wonders whether he should get a life, perhaps fly to Mongolia to herd yaks and get married. (No, I'm not making that up...it's an example that Nachman considers in the story.) However, it concludes "How absurd. He wasn't adventurous. As for `a life', it was what you read about in newspaper obituaries. He didn't need one. He would return to California and think only about mathematics." Once again, we are presented with the tired (IMHO) stereotype of the mathematician who choses mathematics over "life". (Well, I guess in many of the stories I'm considering, the happy ending is that they finally choose life over mathematics, as in Good Will Hunting or Pi.) For anyone reading this who may not know, let me state authoritively that mathematics and life are actually compatible. The vast majority of mathematicians do lead normal lives. And, although there probably are a few mathematicians who "hide" in their mathematics, I have no reason to think that they are any more prevalent than people who hide in other careers or hobbies. So, if you're planning to write a story about someone who is afraid of "real life" and hides from it in their work or their hobby, do me a favor and make the character into a plumber or a perfume designer or something else other than a mathematician.
In response to the last contributor, let me say that I hope that it does not seem that I am too upset by the stereotype of mathematicians in fiction. I don't mean to "make such a big deal" about it. I'm merely commenting on it. There are two reasons I'm commenting on it, in fact. For one, it is the very purpose of this site to help people find works of fiction that concern mathematics and one factor (although certainly not the only factor) that may be of interest is how the mathematician in the story is presented. The other thing you have to remember is that I read a lot of fiction about mathematicians. So, although you may see a mathematician stereotype now and then, I see them all the time. They just become so tiresome, and seem to suggest a lack of imagination on the part of the author. As you say, if all mathematicians had led normal lives, mathematics would be boring...but if all of the mathematician characters in fiction were cut from the same 2dimensional mold, mathematical fiction would be as well.
I'm very sorry to learn from Philip Kreiner's post that the author has passed away. All of the Nachman stories appear at the end of his posthumously published Collected Stories. Despite my concerns about the stereotype of mathematicians being antisocial and mentally unstable, I can see that his stories are well written. If you have read and enjoyed Cryptology, I encourage you to read the others, especially The Penultimate Conjecture. In addition, Arion Press published The Nachman Stories in a separate and very expensive book. 
Buy this work of mathematical fiction and read reviews at amazon.com. 
(Note: This is just one work of mathematical fiction from the list. To see the entire list or to see more works of mathematical fiction, return to the Homepage.) 

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May 2016: I am experimenting with a new feature which will print a picture of the cover and a link to the Amazon.com page for a work of mathematical fiction when it is available. I hope you find this useful and convenient. In any case, please write to let me know if it is because I would be happy to either get rid of it or improve it if that would be better for you. Thanks! Alex
(Maintained by Alex Kasman, College of Charleston)