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.