Culture and belief systems are hugely important to world building, whether it's an urban fantasy or a jaunt across space. If you write historical or romance or mainstream, a person's culture and customs are important in shaping who they are.
I write primarily fantasy, so mythical creatures are important to the worlds I craft. I wanted to start things off with some resources I have used and continue to use. These are general sources. I will post more specific ones that I have used for urban fantasy and historical at a later date.
World Mythology: I like this book because it gives a nice overview of different cultures and their beliefs. There are plenty of pictures of artifacts and illustrations. Included are both general mythology and some specific myths.
The Enclycopedia of Mythology: This books gives a good overview of three major mythologies in Europe - Norse, Classical (Greek and Rome), and Celtic. Again, lots of pictures to supplement the text.
Mythology: Another good general source on different cultural beliefs and mythology from around the world. It's a big fat book :)
Spirits, Fairies, Leprechauns, and Goblins: An Encyclopedia: Don't let this title fool you. This book has a massive amount of information on TONS of creatures and spirits from every culture you can imagine. They have Arabic, Persian, Chinese, Native American...many others. The pages of my copy are worn and the book itself has seen better days. That is how often I use it. I love this book. It's helped me with everything I've ever worked on. This comes highly recommended. Try it out!
Now, I have quite a few other books to share, but I feel like these are a good starting place for anyone wanting to add some culture and myth into their writing. Eventually I'll create a master post.
But before I go, I wanted to leave with a few decent links to start with in case you don't have access to the above books.
Encyclopedia Mythica: Nice site to get the general flavor of some belief systems and stories from around the globe.
Folktexts: Excellent site that has a library of various folktales and stories from different countries, though its mainly Europe.
As always, remember to double check to make sure your sources are sound. But when it comes to folklore, it's ever changing, like a living creature itself, so dive in and enjoy!