SUPERMAN 417 (1985): "Superman, warrior of Mars!" by Maggin and Swan.
I have this issue: great story.
If you want to read it, you can find it on this site section "Read comics online"!
Oh I have read it but as with Superman 2001 it does not specifically call itself an 'Imaginary Story' though it does state the events are 'imaginary' but this is right after it also states "But aren't all histories only as real as we think they are?" This is IMHO akin to saying the events on Earth-3 are imaginary from the standpoint of Earth-1 because they did not occur on Earth-1 :shock:
This is the biggest problem when you have an
infinate number of earths; somewhere out there every imaginary 'Imaginary Story' actually happened.