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Actually, I'm Impressed would make for an interesting one-shot. ANYWAY.
Gaelic mythology sees a fair amount of use, but only in the cut-and-dried, three-times-translated way.
Norse mythology is well known in the broad strokes, but it has a lot of minor dieties and relics ripe for stealing.
Middle-Eastern mythology is fantastic, and has slipped out of usage post-911.
Indian and Egyptian are solid.
Chinese, Mongolian, Japanese.
'Native American' - in fact there's about a zillion different traditions, just from the northern half; then there's south of the border to boot.
African - another broad selection.
Then there are the mythologies whose believers are still alive, i.e. religions. Ideologies, political and artistic.
How about your campaign focuses on Italian futurist? Nothing like a good twentieth-century death cult.
EXCEPT THEY DIDN'T DIE, WAT A TWEEST etc etc