Some urban legends would be amazingly amusing. Such as picking up a hitchhiker who died ten years ago, or renting a gown to go to a ball then passing out because it was covered in formaldyhyde.

Perhaps some more south american mythos, as we've only ever seen Quezacoatl from those.

There is surprisingly little from the Egyptian or Greek/Roman mythologies now that I think about it. Isis, orisis, set, anubis, or dionysius (bacchus wine was in ff2, but it was just a battle item), and apollo.

Most of those are overrated though, egyptian and greek. That might be why they used so much norse instead. Most people don't think about odin and thor and frigga.

Definitely some more of the homegrown japanese legends. We've had masamune an endless number of a times, and murasame and yojimbo, but I'd imagine there's others.