Age of Mythology, and Titan Quest 1+2 (spinoff by same devs). There's a DS tactical spinoff of Age of Empires that's not very good but worth trying. Torchlight might be similar to Titan Quest.
I've also been playing Saiyuki: Journey West (PS1) which is based on Buddhist/Hindu mythology. 'Journey to the West' also inspired Wu Kong, 'Enslaved: Odyssey to the West', and Dragon Ball series.
God of War (Greek n Norse), Darksiders (Christianity), Immortals: Fenyx Rising (Greek), Hades (Greek), Hellblade: Senua (Norse), Okami (Japanese), Folklore (Irish), Dante's Inferno (Christianity). You're not really 'playing as' myths but mostly fighting them in these series.
Grow Home is amazing, I need a stronger PC for the sequel Grow Up