In mythic fantasy, stories happen on our familiar Earth, but they incorporate myths.Some examples are
Mythago Wood by Robert Holdstock, or Anansi by Neil Gaiman.
Mythpunk shows stories that give myth postmodern makeovers.
Some examples are The Girl Who Circumnavigated Fairyland In A Ship Of Her Own Making by Catherynne M. Valente or Dreams of the Compass Rose by Vera Nazarian.