For urban legends, you could do a lot worse than look up books and essays by http://www.janbrunvand.com/books.html, who does a nice job of defining and demonstrating.There are too many on-line sources for Irish legends and folklore, which also translate to America and Canada. Also, there are great texts on Mexican-American Folklore (like la Llarona and El Chupacabra stories). Check also with your public library for Greek, Roman, Norse, and a host of other myths...
One of my favorite Irish myths is of the Banshee...but if I reveal it, she might come after me...