Arthurian fantasy has for setting the world of King Arthur's legendary Camelot. Merlin, Lancelot, Ygraine and other characters goon new adventures.
One example is Gravity's Rainbow by Thomas Pynchon.
Bangsian fantasy's name comes from the 19th century author John Bangs. The story happens in the afterlife.
A few examples are Riverworld by Philip Jose Farmer or The Lovely Bones by Alice Sebold.
Celtic fantasy is based on the rich Celtic lore.
Some examples are The Dreaming Tree by C.J. Cherryh or The Little Country by Charles De Lint.
Religious fantasy is rare because many believers of different faith reject the whole 'fantasy' aspect.
Some examples are Yurt by C. Dale Brittain or Master of the Jinn by Irving Karchmar.
Media tie-in or Buffy novels are stories that involve characters and settings that originate in movies, TV shows, video games, etc.
Anthropomorphic Fantasy novels set animals as heroes in place of humans.
Some examples are Redwall by Brian Jacques, Runt the Brave by Daniel Schwabauer or even Mrs. Frisby and the Rats of NIMH by Robert C. O'Brien.
Wuxia is a Chinese fantasy portraying martial artists.
Think Batman, Superman, Spider man, Superwoman, The Bionic Woman, etc.