a list compiled by Alex Kasman (College of Charleston)
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... 

... 
The famous computer scientist (known to many grateful mathematicians
as the creator of TeX) presents
Conway's "surreal numbers" in the form of a fictionalized dialogue.
Includes exercises!

More information about this work can be found at www.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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Exciting News: The 1,600th entry was recently added to this database of mathematical fiction! Also, for those of you interested in nonfictional math books let me (shamelessly) plug the recent release of the second edition of my soliton theory textbook.
(Maintained by Alex Kasman, College of Charleston)