Examples of Anecdotes
Let's take a look at some examples used in literature, starting with The Summoner's Prologue.
Many of Chaucer's Canterbury Tales could probably be considered anecdotal, but one digression in particular fits the bill. Before the church court summoner begins his tale, he launches into a humorous anecdote responding to rude remarks made about his profession by a friar travelling in the group. He relates a story he heard of a friar who dreamed he had gone to Hell and found no other friars present. When he asked why he was the only one around, an angel showed the friar that all his brethren were there - only hidden from view deep in the Devil's rear. Though amusing, the anecdote still demonstrates the sinfulness of friars that the summoner hopes to illustrate further in the broader context of his tale that follows.
For another example, let's look at Heart of Darkness.
While telling of his adventures through the Congo in Joseph Conrad's Heart of Darkness, the protagonist Marlow steps back from his main narrative to recount the cautionary tale of Fresleven. This Danish steamboat captain who had been on the river for some time apparently felt slighted while trading with a native chief and began to beat the older man mercilessly over the cost of two chickens. Eventually, the chief's son sheepishly jabbed the outsider with his spear, and Fresleven died of his wounds right where the natives abandoned him. Conrad uses Marlow's anecdote about Fresleven to highlight the madness that the jungle and the captain's imperialistic mission there bring to those who fall prey to their own weaknesses.
Finally, let's take a look at an anecdote in The Adventures of Huckleberry Finn.
At one point in this classic by Mark Twain, Huck's companion Jim - a runaway slave - feels that the boy is treating him unfairly and cruelly. To help Huck understand his perspective, Jim tells him about his daughter, Lizabeth. Before they were separated, Jim used to deal with Lizabeth sternly as an ill-behaved child. However, upon discovering that she was in fact deaf, her father must cope with the pangs of grief and regret he feels from having mistreated her. Jim doesn't want Huck to have to experience the same feelings, so he shares this reminiscence with the boy in the hopes that it would inspire him to be more patient and understanding with himself and others.