There are many good reference books on world mythology in bookstores. For something more in-depth, I highly recommend anything written by Joseph Campbell. He was considered a world authority on the subject.
Like Lyric and Mel said, Campbell is *not* a good source for anything other than his extremely problematic "monomyth." Campbell is like Frazer, in that actual experts in the field considered his work nonsense, but he struck a chord with the general public. Therefore, the only area where Campbell is considered remotely useful by scholars of myth is when discussing contemporary popular culture, which has adopted Campbell's monomyth as a storytelling template.
Here's a past thread discussing the problems with Campbell, and providing links and suggested readings:
http://www.ecauldron.net/forum/index.php?topic=3007.0