Perhaps too simple but... I escape through video and PC games and movies. It is the only, acceptable, way I've found to turn off my thoughts... especially those I find annoying. I don't know about other INTPs but I experience thinking as what some would understand as almost obsessive/compulsive... not any particular subject.. just the frequency and degree of it. I saw a movie where a schizophrenic was holding their head and screaming Stop it!... that's how I experience thinking sometimes. I usually play an RPG before going to paint for instance as the degree of my thinking interfers with it. I need an escape to be truly content.
This is me too but I am an INTJ. When things start to get me down I feel that I have to start playing games or watching movies just to get away. I do this a lot.
You have to stand for something or you'll fall for anything.
If I want to turn off my thoughts for a while I play video games or watch movies, too. But when I let my imagination run is usually when I am most happy. I put some music on in my head (I actually play songs in my head, and sometimes they're songs I've never heard before) and/or go on "adventures." A lot of the time they are 'epic,' and those tend to be my favorites.
But when I'm trying to go to sleep my brain won't shut up!
I created a fictional universe for a sort of science-fantasy novel I'm writing... I've more or less created my idealized multi-dimensional playground for escapism, in which I can explore any possibility while still having a sufficient veneer of pseudoscience/metaphysical nonsense to give it some vague semblance of credibility, from my perspective. It's generally a sort of dream world, through. But it involves spirits of the dead, or other spiritual entities that may be larger or more transpersonal in nature. And the way they are experienced by the observer, is similar to a very vivid dream.
I use it as a way to support short side stories or excursions into theoretical locations that only exist in a subjective reality. I can suspend physical, objective reality, as the "locations" exist only in the essence of thought/memory. So it basically amounts to some sort of spiritual or astral plane, I guess you could say.
I've been using image streaming and lucid dreaming to help me think of some scenarios and integrate them into the story I've been writing. Even just sitting down and imaging, as well. The notion of a spirit/dream world seems to offer me enough freedom to explore basically anything, creatively... so I've had a bunch of explorations under one common idea ... subjective or dream-like experience, and it's offered me enough potential that I haven't gotten tired of this route of escape, yet.
My ideal career would be writing stories kind of along the lines of what I described above. Escapism is almost central in my identity as a writer of speculative fiction. I also use escapism through nearly any form of media or art. Storytelling mediums and music are a favorite.