For:
-Books
-Games
-Movies
-TV shows
IMO:
-Books: Fantasy
-Games: Tie
-Movies: Sci-Fi overall (but LOTR are my all time favourite movies)
-TV Shows: Fantasy
-
Books: historical fiction ≈ sci-fi > fantasy Games: sci-fi > fantasy Movies: sci-fi > fantasy TV: hmm... Well, Supernatural is my favourite TV show, but still - sci-fi > fantasy.