Thor and Wonder Woman are the greatest of comics' mythological heroes, but they were a surprisingly common type in the Golden Age. I thought it might be interesting to put together a list. I'll add characters as they're suggested.

I'm including Brother Voodoo, Samson and the Seraph, since they're analogous characters, but I mean no disrespect. I believe living religious beliefs should be treated with respect in fiction.

The lists mostly consists of feature characters or co-stars (that is, members of a star team). Other characters included for their interest are in italics.

Atlas (Great Comics)

Birdman (Hanna-Barbera; Gold Key)

Bombshell (Gleason)

Brother Voodoo (Marvel)

I'm including Brother Voodoo here not on the basis of the appearance of zombies in his stories, which should rather place him with the folklore-based characters, but their use of loa from Voodoo belief (Damballa, Baron Samedi). Note they're not evil spirits in Voodoo.

the Bouncer (Fox)

The Bouncer was a statue of Anteus (=Antaeus) that came to life and aided his sculptor descendant. He starred in his own title. He gets knocked down, but he gets up again, You ain't never going to keep him down.

Captain Action (toy character; DC)

The toy could be outfitted as various heroes. The DC version starred in his own title and had coins which gave him the powers of the gods.

Captain Marvel, Captain Marvel Junior, and Mary Marvel (Fawcett)

Although the Marvels partly had their powers from figures from mythology, mythology wasn't as prominent in their features as it was in Wonder Woman's. But it did appear: for example, Mary Marvel met Mercury in "The Flying Shoes" in Mary Marvel #25.

Comet the Super-Horse (DC) 

Comet was a centaur transformed by an evil magician and given powers by Circe. Although a significant recurring character, he never held his own feature.

Diana the Huntress (Charlton)

The goddess starred in a feature of this name in Yellowjacket Comics. Initially she was assigned by Zeus to aid Greece during WWII. In #3 he assisted her, and in #5 so did Mercury and Hercules. In her first couple of post-war instalments she fought criminals, but her final three were fantastic/mythological.

Hercules (MLJ)

From Blue Ribbon Comics. This was the Hercules of myth. The premise was Zeus had sent him to return to Earth to fight gangsters. Each adventure paralleled one of his mythological feats: for example, in the first instalment he defeated "Leo Nymia-lion of the underworld".

Marvel's Golden Age Hercules and Quality's Hercules appeared concurrently. See Related Types: Others.

Hercules (movie adaptations; Dell)

Dell adapted the Steve Reeves movies Hercules and Hercules Unchained in Four Color #1006 (art by John Buscema) and #1121 (art by Reed Crandall).

 

Hercules (Trans-Lux; Gold Key)

This is the version of the hero from the cartoon The Mighty Hercules. Gold Key did two licensed issues.

Hercules (Marvel, Silver Age)

Introduced in "Thor", subsequently an Avenger and Champion. He has sometimes been featured in solo stories. (Inventory story in Ka-Zar [first series] #1; featured in Marvel Premiere #26, possibly for trademark reasons; minis and graphic novel set in the future by Bob Layton in the 1980s; starred in Incredible Hercules.

Hercules (Charlton)

Charlton's Hercules was a Sam Glanzman-drawn series about the adventures of Hercules in the ancient world.

Hercules (DC)

In the 1970s DC published Hercules Unbound, about the adventures of Hercules on Earth following a nuclear war. His opponents were mythology-derived in just over half the issues.

Horus (Image)

Isis (Filmation; DC)

This is the heroine from The Secrets of Isis. She was a teacher who had an amulet that allowed her to transform into Isis. Licensed by DC: starred in Isis, guested in Shazam!

Man of War (Centaur)

Mars, God of War (Fiction House)

Mercury/Hurricane (Marvel)

First as Mercury in "Mercury in the 20th Century", Red Raven Comics #1; then as Hurricane in Captain America Comics. He was Kirby's first mythological hero, but the first instalment was bylined "by Martin A. Bursten", so the writer Martin Burstein may have been his creator.

Moon Knight (Marvel)

Nelvana of the Northern Lights (first Hillborough, later Bell)

In-story Nelvana was a demi-goddess, the daughter of "Koliak, Mighty King of the Northern Lights" by a mortal woman. As far as I can tell she and her father were creations of Adrian Dingle's rather than real Inuit gods. According to this Harper's Magazine article Dingle got the name "Nelvana" from Franz Johnston's account of sketching and photographing an Inuit woman of that name. Wikipedia's page on Inuit religion is here.

the Olympian (DC)

Samson (Fox)

Fox's Samson was a descendant of the Biblical Samson.

the Seraph (DC)

From the Global Guardians. His powers derived from his long hair and accoutrements, which were drawn from Old Testament figures.

the Shark (Centaur)

Snowbird (Marvel)

John Byrne intended Snowbird of Alpha Flight to be, between the lines, the superheroine Nevana's daughter. He changed the names of the heroine and her father to Nelvanna and Hodiak.

Son of Vulcan (Charlton)

A mortal given godly powers by Vulcan. Starred in Mysteries of Unexplored Worlds/Son of Vulcan.

Speed Centaur (Centaur)

Subbie (Marvel)

Thor (Fox)

From Weird Comics. In #1-#3 he had long hair and wore a cape and small helmet. In #4-#5 he had short, ginger hair and dropped the cape and helmet.

There is reason to suppose Fox's Thor was the model for Marvel's Thor, even though the latter also had precedents in Kirby's work: he was a mortal who had received the power of Thor, he had long hair, he was blond in #2, and his helmet looks somewhat like Marvel's Thor's.

Thor (Marvel)

Initially a mortal who discovered a cane which he could use to transform into Thor; later retconned into the real Thor all along.

Venus (Marvel)

Venus was the goddess come to Earth. I've seen it held that her feature was inspired by the movie Down to Earth (1948), where the goddess was Terpsichore. The feature is noted for shifting from romance to horror over the course of its run.

Retconned into a siren in Agents of Atlas.

Zha-Vam (DC)

Valkyrie

The Defenders character was initially a madwoman transformed into the heroine by the Enchantress. This origin built on two earlier stories (The Avengers #83, where the Valkyrie was the Enchantress in disguise; The Incredible Hulk #142, in which she transformed a woman into that persona).

Later, she was retconned into really Brunnhilde in an Earthwoman's body, and she got her own body back.

Wonder Woman (DC-AA])

The mythological elements in the series include the Amazons and Aphrodite. Mars was used as an antagonist early on.

Related types:

Arthurian characters

the Black Knight (Marvel, Transition Era)

the Black Knight (Marvel, Silver Age)

Captain Britain

the Demon, due to his connection to Merlin (DC)

Lieutenant Hercules, due to his connection to Merlin (Spark Publications)

Modred the Mystic (Marvel)

the Shining Knight (DC)

the Sword (Ace)

Arabian Nights characters

the Arabian Knight (Prize)

the Arabian Knights (Hanna-Barbera; Gold Key)

the Arabian Knight (Marvel), but he has never held a series

the Jinni from "The Jinni of the Jug" in Buster Brown Comic Book (Brown Shoe Co.)

the heroes of "Sky Dogs" from New Talent Showcase (DC)

Sinbad, in Dell's adaptation of The 7th Voyage of Sinbad (movie adaptation; Dell)

Sinbad, in Marvel's adaptations of The 7th Voyage of Sinbad and The Golden Voyage of Sinbad (movie adaptations; Marvel)

Sinbad, in Sinbad and Sinbad Book II (Malibu)

Sinbad, in 1001 Arabian Nights: The Adventures of Sinbad (Zenescope)

Sinbad's son Sinbad, in Son of Sinbad (St. John)

Sindbad, in Dell's adaptation of Captain Sindbad (movie adaptation; Dell)

Sindbad, in The Fantastic Voyages of Sindbad (Gold Key)

Sindbad, in The Last Voyage of Sindbad (as a serial, in Heavy Metal; as a graphic novel, Catalan Communications)

Folklore-based characters

Paul Bunyan (Prize)

Jack O'Lantern (DC)

the Sandman (DC, Bronze Age)

the Sandman (DC, Vertigo)

Demons, and characters who have their powers from demons or Satan

the Black Widow (Marvel, Golden Age)

Blue Devil (DC)

the Demon (DC)

the Gargoyle (Marvel)

Ghost Rider (Marvel)

the Grim Ghost (Atlas)

Madam Satan (MLJ)

the Son of Satan (Marvel)

Satana (Marvel)

Spawn (Image)

Tasmanian Devil (DC)

Others

Atlas (DC) was named for the mythological character, and probably intended as the real Atlas that the Atlas of myth was based on.

Dr Fate (DC)

Dynamite Thor (Fox) was the superhero who replaced Thor in Weird Comics (only briefly, but he later appeared in Blue Beetle). His superpower was he used dynamite.

The Eternals (Marvel), in their original series, were the real people the gods were based on.

Hercules from Mystic Comics (Marvel, Golden Age) was a man raised to be physically and mentally perfect.

Hercules from Hit Comics (Quality) was a modern man with super-strength.

Medusa, Gorgon and Trigon of the original Inhumans (Marvel) had mythological names/models, and Crystal was supposed to resemble a witch.

Lieutenant Hercules (Spark Publications) was named for the hero.

The New Gods (DC) were implicitly the new gods who came into being after Ragnarök. Orion was named for a hunter from mythology. In the later issues of his series Captain Victory (Pacific) was implicitly the son of Orion.

Samson (Farrell)

As far as I can see Farrell's Samson was unexplained in-story. He was billed as "World's First Strong Man!" on the covers. Unlike Fox's Samson he had short hair.

This post displaced the thread Kirby Centennial from the homepage.

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Three Hercules (“Herculeses”?): Mystic Comics #3; Blue Ribbon Comics #4; Hit Comics #1.

Captain Action used coins with gods on them.

Son of Vulcan, naturally.

Isis or She-Who-Can't-Be-Used

DC owns that version of the character don't they?

Thanks, gents. I've added several Herculeses, Captain Action, the Son of Vulcan and Isis.

The GCD tells me the Mystic Comics Hercules was a modern man raised to be perfect, and International Hero says Joe Hercules from Hit Comics was a modern guy with unexplained super-strength. So I've noted them in the MLJ-Archie hero's entry. They debuted very close together.

Agents of Atlas revealed that Venus wasn't actually Venus, but was instead a siren (naiad) who thought she was Venus. The original naiads were soulless, but the Ancient One (when he wasn't so ancient) gave a siren a soul and was so horrified by her actions as a naiad (luring and eating sailors) that she repressed those memories. Over time she came to believe she was Venus because of her effect on men. I don't recall if she received an actual name aside from "Venus." 

The modern reveal doesn't change her position on this list, IMHO, because in the 1940s and 1950s she was very much supposed to be the Venus of myth. I assume Jeff Parker changed her origin so as to avoid continuity conflict with the Venus/Aphrodite who appears with Hercules now and then. (Makes her more interesting, too.)

Thanks, Cap. I've added a note to her entry.

I'd have counted her even if that was her original origin. Any strongly mythological/legendary feature qualifies. My current list of characters to add are Nature Boy, Samson, possibly the Dart, the Sword, Lieutenant Hercules and Lash Lightning. For the moment I'm drawing the line at Arabian Nights features.

Valkyrie

-The Defenders character was initially a madwoman transformed into the heroine by the Enchantress. This origin built on two earlier stories (The Avengers #83, where the Valkyrie was the Enchantress in disguise; The Incredible Hulk #142, in which she transformed a woman into that persona).

-Later, she was retconned into really Brunnhilde in an Earthwoman's body, and she got her own body back.

Jack Norriss:  "BARBARAAAAA!"

I don't know if this counts, but Marvel's Ares served on the Dark Avengers and had a somewhat heroic turn at his end. I think he had a miniseries, too.

Marvel has also featured some non-Norse and non-Greco-Roman pantheons, especially the Egyptian one. Horus had some face-time in Thor comics, and various gods and goddesses accompanied Hercules in his last miniseries, including a Japanese one. I'll look them up if it counts.

Canada's Nelvana of the Northern Lights was the daughter of a god, Koliak, and a mortal woman.

Marvel's Snowbird was the daughter of a goddess, Nelvanna of the Northern Lights, and a mortal man. I read somewhere that John Byrne used the name "Nelvanna" as a tribute to the Canadian character.

Zauriel is an angel.

The first Jack O' Lantern was given powers by the Faerie. I don't know about the rest.

Tasmanian Devil (Global Guardians) was cursed by a devil.

Thanks to the demons Nebiros and Neron, Blue Devil is a literal devil.

Etrigan is a demon.

The Endless are all mythological.

American Gods is chock full of gods and myths, and is being adapted to comics. Odin is one such, and even has a secret identity, calling himself Mr. Wednesday. Does that count?

My initial idea was to list analogies for Thor, so I'll have to think about how far forward in time to go. Nelvana certainly counts, and so does Snowbird, esp. due to the Great Beasts storyline. I'm inclined to count the 1970s Sandman. He was supposed to be the Sandman of legend and I view him as a semi-parody of Thor. Dream from The Sandman counts since he was the "real" Sandman in his own series.

I want to stick to feature characters and co-stars. Horus from 1963 could count, unless I exclude him as a pastiche of Thor. I think I should draw the line at magicians and sorceresses who aren't legendary/mythological, demons and vampires; but if I count Arthurian characters Etrigan qualifies due his connection to Merlin. I'm inclined to count Jack O'Lantern: leprechauns and elves are authentic folklore.

Jack Kirby's Eternals were often mistaken for mythological characters ("Thena = Athena, Makkari = Mercury*, Zuras = Zeus, and so on). Also, "The Forgotten One" had many identities, including Gilgamesh. "Gilgamesh" was the name he used when he joined the Avengers.

*Speaking of Mercury, I believe "Martin A. Bersten" was one of many pseudonyms used by Kirby in the early days.

Doctor Fate had a lot of Egyptian mythology grafted onto him during the Bronze Age.

Of course, there's Moon Knight who was powered by an Egyptian god.

The Olympian got his powers from the Golden Fleece with included "real" gods like Hercules and Pollux.

In their own series the Eternals were the real people the gods were based on, so they arguably qualify. So could the Inhumans: although the same claim wasn't made for them, several were modelled after figures from mythology (Medusa; Gorgon was Pan or a faun; Triton; Crystal was originally designed as a pretty witch).

According to Brian Cronin Martin Burstein was a real person.

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