Modern Mythology

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:

Father time

The stork

Death

The tooth fairy

The sandman

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

Ghosts

Gremlins

Leprechauns

Witches

Werewolves

Vampires

Loch Ness

Or possibly the elements of the New Age religion:

Atlantis

Crystal Energy Healing

The Pyramids

Or the conspiracy theories:

Aliens and Men in Black
Amelia Earhart
The Illuminati/Masons/Rosicrucians
Elvis
The Titanic
Project Majestic

JFK

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...