Probable explanations for how the fantasies often work!

Roarke reaches into an alternate parallel universe/ time dimension and sends his guests there. That way they don't interrupt the modern flow of things in real time. And some times, more simply, he obviously hires people from the guest's real life to meet up with them in the fantasy. He's also a hypnotist and came make people see things that exist in no dimension (he did this in an ep where I believe Jayne Meadows and Steve Allen guested)! In one ep Jimmy Dean played a comic with an invented family that Roarke made come to life. I thought Roarke was playing hypnotist but because they (the invented family) talked among each other even when no one regular was around to hear them I think maybe Roarke reached into a near parallel mirror universe where they were real and brought them over to his guests' world. My explanation for it all anyway!