@AmonMaritza Final Fantasy did it for the cool visuals and opponents. Gaiman does it (well) because it gives his worlds a true 'multiverse' type feel, where all possible myths are real and the characters interact freely.

The mark of a true fantasy master, however, is the ability to design your own mythological creatures while appropriating at most a name from history, and make them both believeable and extremely frightening/dangerous in-world. Examples:

>Jack Vance (deodands, pelgranes)
>HP Lovecraft (nightgaunts, shoggoths, mi-go)
>China Mieville (cactacae, inchmen, slake moths)