Greco-Roman
Classical mythology is replete with fantastical stories and characters, the best known (and perhaps the most relevant to modern fantasy) being the works of Homer.
The philosophy of Plato has had great influence on the fantasy genre. In the Christian Platonic tradition, the reality of other worlds, and an overarching structure of great metaphysical and moral importance, has lent substance to the fantasy worlds of modern works.
Read more about this topic: Sources Of Fantasy