There was some discussion about who did the art for the slipcases on the Myths covers. It is actually written on the bottom of the box:

The Legend of Sigurd & Gudrun - art taken from carvings illustrating the story of Sigurd on the doors of the 12th century church of Hylestad, Norway; Sigurd battling the dragon, Fafnir. Credit: Werner Forman / Universal Images Group / Getty Images.

The Fall of Arthur - Sarcophagus of the Palais family, Musee des Augustins. Credit: The Bridgeman Art Library

Sir Gawain and the Green Knight - Credit: Shutterstock.com

Beowulf, obviously, is a Tolkien image.