Most of these come from looking on the 'Behind the Name' website, so thanks behindthename.com!

• Achilles
• Alexander/Alexandros
• Alvis
• Amun
• Anubis
• Aodhán
• Apollo
• Arthur
• Atlas
• Bacchus
• Beowulf
• Cáel
• Dionysus
• Dylan
• Evandrus
• Günther
• Helio
• Icarus
• Jupiter
• Linus
• Loki
• Merlin
• Morpheus
• Naoise
• Narcissus
• Njáll (old Norse form of Niall)
• Odin
• Oisín
• Orion
• Perseus
• Pollux
• Poseidon
• Remus
• Romulus
• Seth
• Thanatos
• Theseus
• Thor/Þórr (Þ makes the 'th' sound)
• Zephyr/Zephyros
• Zeus