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Asceticism is a pillar upon which many of the real world's religions are based. The core concept is that the ascetic is able to be closer to God by depriving themselves of earthly (sensual) pleasures. In a certain sense fantasy has embraced this concept with the archetype of the reclusive wizard and the fighter that is part of a secret order protecting the weak. I believe that asceticism in Christianity and Islam is based on these religion's roots in the harsh desert climates of the Middle East. In these religions asceticism is often thought to produce spiritual virtue. There is an element of this thinking in the ascetic traditions of eastern religions as well.
I like to take a positive perspective on the spiritual process, and I think virtue leads to asceticism and not the other way around. When asceticism is believed to be the path to virtue rather than a byproduct of it, I think the door is opened to religious oppression by those who consider themselves enlightened. I think asceticism needs to be a voluntary journey in order to reap spiritual benefits from it. Otherwise it simply leads to suffering.
In T.E Lawrence's brilliant work "Seven Pillars of Wisdom" he describes what I consider to be the basis of destructive asceticism. On the "arab peninsula" the coastal regions were prosperous--but only could support so many mouths. This caused a continual flow of immigrants to stream inland into the nomadic arab nations of the time. These nomadic tribes survived in an incredibly harsh environment where asceticism was a requirement for survival. And the desert could only support so many people via its sparse network of oasis and wells. So this caused another stream of immigrants who continued north into Syria and Turkey, bringing their ascetic desert values with them. This simple explanation of the source of asceticism in Islam is the first rational explanation I'd ever heard or read.
In most fantasy the reclusive wizard or fighter seems to be traveling on a more constructive ascetic path where asceticism is a byproduct of altruism, and the hero is voluntarily relinquishing the comforts of society and civilization in order to protect it. But in fantasy these archetypal figures rarely turn their backs on all of life's pleasures. Many heroes are quick to enjoy a tankard of ale or a generous pinch of tobacco in their pipe. So fantasy heroes seem to embrace what I'll term "dutiful asceticism".
I think this theme of "dutiful asceticism" is one of the key, positive moral and spiritual takeaways from fantasy. I've reached a point in my own life where the patterns of material acquisition that I've practiced for many years are starting to become increasingly unsatisfying. I am still tempted by these old patterns of behavior (old habits die hard), but now I see them for the pathology that I think they are. I am far from an ascetic, but I think I can see the beginning of the path that leads there. I'm not sure I'll ever walk it, but I consider it a gift to even perceive it. And I really believe that J.R.R. Tolkien and many other epic dreamers out there helped me to reach this point by weaving undercurrents of wisdom into their fantastic prose.