Thinking of selling it all and moving somewhere cheaper. Anyone actually followed through with it?

I'm sure it is a fantasy we've all shared at some point, but has anyone actually committed to it? I'm comfortably 'middle class' but I feel like that just means being a slave to money for next 30-40 years until I can access my retirement accounts and collect a check from the government. Has anyone gone against the grain and broken out of this model of life? Even if for a moment? In theory it sounds like a great escape, but I'm sure reality hits.