You have quite a few suggestions about greek and roman myth-related works in this post and this one. I personally love Metamorphoses by Ovid, The Poetic Edda by Snorri Sturluson, and the alarming, lurking folktales of the Brittany coast (click, click), Scotland (click, click) and Ireland (click) (this same lurking, threatening, faceless entity, creeping behind cliffs and heath, its sound drown by the rush of the sea, the anguish of celtic tales.)