Julliette Marillier wrote "Daughter of the Forest." A retelling of the seven sons turned into swans by a witches curse. The "Fionavar Tapestry" a trilogy by Guy Gavriel Kay covers almost all of the major Celtic myths (including King Arthur). C.J. Cherryh wrote "Ruskala" about the Russian legend of the same name. Sarah Zettel's "Isavalta Series" is similarly indebted to the legends and mythology of ancient Russia. There are plenty more, but those are the ones that first come to mind.

There is Margaret Atwood's "Penelopiad" which is basically "The Odyssey" told from Penelope's point of view. (It's one of "The Myths" Series, where contemporary writers re-imagine some of the famous myths.) But my favorite is "The War at Troy" by Whitbread Award-winning Lindsay Clarke. It's a retelling of the Iliad focusing more on the characters and their relationships to one another and less on the warfare.