Two novels which he wrote are both based on myth and fantasy, the first is American Gods which sets the Norse pantheon in modern America. There are also cameos by the Egyptian gods and a few folk heros. Another novel called Anansi Boys tells a modern story of Anansi in contemporary America. This is full of the trickster tales of Anansi which are very entertaining.
I like when people use mythic characters as centerpieces in their novels. Jane Yolen wrote Briar Rose, a retelling of the snow white story during the holocaust. Also, Christopher Moore, who writes humorous fantasy used Coyote as a central figure in his novel Coyote Blue.
This may all seem a bit unusual. We all create our own myths everyday. This is why I read http://www.snopes.com/ a nice collection of shaggy dog stories, urban folktales, and news of the weird. People do amazingly stupid things and it is often hard to tell if they are telling the truth or just making it up.
The Choking Doberman: And Other Urban Legends by Jan Harold Brunvand is an excellent book if you are interested in this kind of thing. She also wrote part of the graphic novel called The Big Book of Urban Legends which is quite entertaining. It is a comic book with all sorts of urban myths which are often passed off as being true.
Quite a few writers use myth as the basis for their novels. If you think about it, the story of Gilgamesh is the first novel. Then the Ramayana. This is followed by the Odyssey and the Iliad, then Beowulf. These are the true basis for most of the fantasy novels being written. At some level most fantasy novels being written have some of the characterization from these books. The Icelandic Eddas are also a rich source for fantasy novelists to draw from.
There are trickster figures from all over the world to draw from, the Monkey King, Coyote, Tom Thumb, Jack, Brer Rabbit, Sis' Roach, Anansi, Puss N' Boots (one of my favorite of all characters), Iron Heinrich, and any number of characters which are written into todays childrens fairytales.
We see in them in some of our favorite movies, I really liked Shrek, which is a near perfect "fractured fairytale", or retelling of a fairytale with a different twisted ending. Jon Sciezka does an excellent job of creating fractured fairytales for children with his books, The True Story of the 3 Little Pigs , and The Stinky Cheeseman and Other Fairly Stupid Tales.
If you are interested in the morbid, sometimes which is both disgusting and funny. The Darwin Awards, http://www.darwinawards.com/ is a site which lists incredibly stupid examples of people dying. It is also a book.