We remember stories better than we do other forms of learning-delivery, report Drs. Fernette and Brock Eide in their blog, Eide Neurolearning Blog. 
I wish they’d cited the exact research studies they’re referring to The research reports they cite are below the blog entry the above link goes to. The Eides report:
Because remembering a story is easier than remembering sentences, and remembering sentences is easier than remembering word lists, story-based learning may be essential for children (and those of us adults) who have small auditory verbal working memories. In fact research studies in the 1970s established that story learning could enhance memory retention by 2- to 7-fold.
When I regularly asked my (college-age) students what kind of teaching style they learned best from, they usually cited professors who told anecdotes and stories.
I’d love to see story-based curricula developed for all age levels and subjects and research how these approaches improve learning.
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Several books include research and practical advice on using stories for good learning. One is "Story Proof"; another is "The Story Factor." Our "Good Stories for Good Learning" project in Washington State is attempting to gather many hundreds of educationally valuable personal stories to make available to educators everywhere.
Thanks, Phil. I know about Annette Simmons' book but am delighted to know about Story Proof. I am also eager to check out your project and probably blog about it because -- as of this year, I will be a resident of Washington state half the year. Thanks much for your comment.
Thank you! Wasn't aware of that study, exactly what we were doing instinctively with our CaptainMnemo stories.