I guess it depends what you mean. I'm hearing a lot of "collections" of mythology, either translated or abbreviated. There's also a lot of "retellings" which play fast and loose with the original text to tell the story creatively
and in a more artistic way for the author's own reasons. I'm probably more useful on the former front, I was an English major specializing in Medieval and mythological literature.
If you're interested in the Norse, the two classic works are by Snorri Sturlusson, an Icelandic chieftain/poet at a time when Iceland was one of the last outposts of Nordic "conservative culture". He could see that life and those stories slipping away and started to write them down. The
Prose Edda, his his collection of the Norse mythology, and
Heimskringla is his collection of the "histories"/legends of the Norwegian kings. There are also copies of the
Elder Edda that you can pick up which are Norse mythological tales. There are also numerous Sagas; they aren't mythological but ~1/2 legendary dealing with the Nordic/Icelandic heros and read very similar to Beowulf (whether that turns you on or off). I can recommend several specifically if you're interested.
If you're interested in English tales, try the
Mabinogeon which is some of the earliest tales from the British Isles. The
Tain is the Celtic epic poem, Britain's closest equivalent to the
Iliad and the
Odyssey (also fabulous in their own right).
In Latin, Virgil's
Aeneid, is the classic epic, but Ovid's
Metamorphoses is probably the best original collection of mythology.
It's not at my library. That's lame.