the Poetic Edda/Elder Edda – where anyone should start with the Norse myths (be sure to get a good edition like the Oxford one with useful footnotes and introductions)
The Book of Dead/The Book of Going Forth By Day – An essential text not only regarding Ancient Egyptian culture but European/Post-Neanderthal culture in general. I particularly recommend this edition, if you can get hold of it where you are, it’s the one I got and is a supposedly more up-to-date English translation and is beautifully put together, with the parts of the scroll that were damaged after its discovery seamlessly fitted together thanks to our modern technology. I felt I had to get the fully illustrated version to fully “get it”…
Mesopotamian myths – The Epic of Gilgamesh and Enuma Elish are the most well-known of these but the former seems to be the only one you can buy by itself. You can, however, buy a collection of myths including origin myths which I assume are similar or identical to Enuma Elish anyway, again in an Oxford Classics edition: http://www.amazon.co.uk/Myths-Mesopotamia-Creation-Gilgamesh-Classics/dp/0199538360/ref=pd_sim_b_7
Marcua Aurelius – Meditations. Classic stoic Roman philosophy by an excellent ruler who had a very good, honest and pro-European attitude.
James Frazer – the Golden Bough (Anyone who has started to look into ancient European mythology and magic should have at least heard of this…have not got round to properly reading this myself yet but a good place to start with modern literature on the subject)
Varg Vikernes – Sorcery and Religion in Ancient Scandinavia – Apparently influenced a lot by Frazer’s approach but an excellent, refreshing approach at customs (relevant to all Europeans) during and before the Viking age
Brian Bates – the Real Middle-Earth – alternative look at the “dark ages” with a serious, if psychological rather than historical, attempt to recreate this ancient world and, crucially, the mindset of its inhabitants
Ambient/Folk: Wardruna, Mortiis, Wongraven, Winterriket, Folque, Lord Wind, Daemonia Nymphe, Legionarii