These are entities that we tell our children about, don't really believe in ourselves (most of us, most of the time) are common references in our culture, but aren't from a work of fiction. I imagine a story where they all exist and interact with each other but aren't silly at all. Neil Gaiman, Terry Pratchett, Roald Dahl and Piers Anthony have worked in this kind of urban fantasy genre. They play a traditional role of explaining something mysterious with a personal entity responsible for it, but they are all very minor sorts of dieties:
The tooth fairy
None of these are really good or evil, but somehow outside of all that. Include Santa and the easter rabbit, but they would have to be the older versions, not so cute and cuddly: more hidden, more weird. Thomas Nast was probably the last one to get that right.
The project might be extended to include monsters:
The abominable snowman
The monster under the bed
The bogey man
Or possibly the elements of the New Age religion:
Crystal Energy Healing
Or the conspiracy theories:
Aliens and Men in Black
The Bermuda Triangle
It's hard to see all this as mythology, because we are right in the middle of it. Then there's the magic of superstitions...