There are many resources available:
Larousse Encyclopedia of Myth
http://www.amazon.com/Larousse-Encyclopedia-Mythology-Robert-Graves/dp/0765193841
Giants, Monsters, and Dragons
http://www.amazon.com/Giants-Monsters-Dragons-Encyclopedia-Folklore/dp/0393322114/ref=pd_sim_sbs_b_13
Spirits, Fairies, Leprechauns, and Goblins
http://www.amazon.com/Spirits-Fairies-Leprechauns-Goblins-Encyclopedia/dp/0393317927/ref=pd_bxgy_b_text_y
Mythical Creatures Bible
http://www.amazon.com/The-Mythical-Creatures-Bible-Definitive/dp/1402765363/ref=pd_bxgy_b_text_z
And of course, Wikipedia:
http://en.wikipedia.org/wiki/List_of_legendary_creatures