Who's Who in Non-classical Mythology by Egerton Sykes
This contains over 2500 A-Z entries covering mythical characters from around the world. It investigates non-classical myths from many cultures, from the Abominable Snowman to Zu, covering characters and cultures and religions throughout the world. Geographically it ranges from the Near East, Europe (including legends of the Celts, Teutons, Slavs and Basques) to India, the Americas, Australasia, Indonesia, China, Japan and Africa. All the myths are placed in their historical context.