Sprites love the limerick collections often produced by their colleagues. Elves love the huge sagas. All love the classic fairytales.
Dwarves relish the mining legends (those that have seen glimpses of Snow White and the Seven Dwarves do not like the way their kind are portrayed here. Not one Fairy Kingdom dwarf has ever said "Hi ho". Nor would they dream of doing so).
Each magical species has spell books appropriate to its kind. There is some sharing of knowledge (encouraged by the Queen and her Council only when it improves safety standards, stops rioting breaking out and when it would generally be gooded for those doing the sharing and those they are sharing with).
There are comics. The Beano is imported from Earth and sells heavily amongst the sprites. This does not surprise everyone else.