HackettFan wrote: Nektar - Away From Asgard (Magic is a Child) In the case of Nektar, they were no longer Prog by that album.

From King Crimson, there's also "Formentera Lady" (and perhaps "A Sailor's Tale" too, but since that one's instrumental I wouldn't be so sure), about Odiseus. Then theres the "A Suite of Gods" album, from Rick Wakeman... though that one is more New Age than prog... but there's also the "Myths and Legends of King Arthur and the Knights of the Round Talbe" album from him, which would be one of my favourite albums based on mythology... if you choose to consider the Tales of King Arthur as that. Then there's Therion (symphonic metal) with "Secret of the Runes", about viking mythology (you could add the songs "The Invincible", "Uthark Runa", and "Thor" to viking mythology stuff from the band, and then they did many other songs based on mythology from the band, though it's often mingled with ocultist stuff). There's also the song "Twilight of the Thunder God", which I know from folk band Corvus Corax, though it's actually a cover from another metal band. And in general, I believe there's a good bit of stuff based on viking mythology from metal bands.

This whole album is a concept around Atlantis

I don't know what your stance on Neo-Prog is, but a few examples are Marillion's Grendel and Arena's Medusa and Sirens from their second album, Pride. The latter seems to be about Odysseus' encounter with the sirens.