Rig Veda - ten volumes of the oldest Hindu literature. Not all mythology was written down in the distant past. The following are good sources of folklore and mythology transcribed from oral tradition. Here are some additional classic works, in no particular order. Aesop's Fables Grimm's Fairy Tales - the classic work of German folklore.
Several editions are available.
To get the full flavor, look for an unabridged version. Tales of a Thousand Nights and One Night - a.k.a. Tales of the Arabian Nights. Burton's translation is still a classic. Mardrus and Mathers have written a four-volume complete translation.