For mythological elements and deep world-building in anime, you should definitely check out Fate/Zero if you enjoyed Fate/Stay Night. It gets into the backstories of its Servants, who are drawn from various mythologies and histories, and enhances the overall lore significantly compared to its predecessor. The darker tone and character development are superb, making it a compelling watch.
Another excellent series is Nagi no Asukara (A Lull in the Sea). While it’s not directly based on mythology, it incorporates themes of nature spirits and the connection between sea and land dwellers, effectively creating a rich world. The narrative and character arcs are woven beautifully with these elements, exploring human emotions and societal conflicts.
Noragami is also noteworthy. It mixes Shinto mythology with the modern world, featuring gods, spirits, and the concept of "Regalias" (weaponized spirits). The blend of action and emotional storytelling, combined with rich lore, creates a unique atmosphere that keeps you invested.
Finally, you might like Monogatari Series. It intricately weaves Japanese folklore into contemporary settings, featuring oddities that reflect deeper societal fears and human experiences. The dialogues and character interactions can be quite complex, and the narrative structure is unique, which adds to the depth of the world.
These shows not only have strong lore but also blend their mythological elements into the stories seamlessly, providing a satisfying experience!
