I've not read it, but heard 'The Starlore Handbook' by Geoffrey Cornelius is good. I think it goes into the mythology and the stories of various cultures.
I bought somebody 'The Sky Atlas' by Edward Brooke-Hitching which seemed to go down quite well too.
It doesn't go into the mythology side of things, so might not be what you're after but, 'The Cambridge Star Atlas' is a great book to find your way around the night sky... especially if you're a bit of a cartophile (if that's the word). The Collins yearly 'Guide to the Night Sky' books are great too, but again, maybe not what you're looking for.