There's a guy in Washington state who wears a Superman costume. Not every day, but every day he can. Most days. This American Life profiled him here. He doesn't think he's Superman. I suspect most people who actually believe themselves to be Superman do not live long enough to be profiled on a radio show, what with the flying and the speeding bullets and all. This guy just likes to wear the costume.
He doesn't go around drawing extra attention to himself. He doesn't ham it up. He just wears a Superman costume. The reasons behind his choice are complicated, like most reasons are, but in his interview he said something extremely illuminating. "A lot of times," he said, "I can't wait to pop [the costume] on because, you know, as soon as someone sees you, their day is different. They've got a story to tell."
It isn't all about him. He wears the costume to give others a story, a touchstone for their day. Think about it. Tell me a single day of yours that would not have been made better if the guy in front of you at the checkout line or next to you on the train or pumping gas one car over from you were wearing a hand-sewn Superman costume. Or, if not better, at least different. And this guy, more often than not, was eager to make that difference for people.
Of course, he gets something out of it himself, mind you. I don't mean to paint him as an Atlas, shouldering a great burden to make others happy, or the clown who smiles during his performance but cries as he wipes the greasepaint off afterward, but still, when asked why he does it, his first answer was that he does it for others. Like a gift we didn't even know we wanted.