A pretty nice course covering the ancient mythology from the oldest known tales of Mesopotamia to the time of Jesus Christ. Unfortunately, due to covering such a broad area the course is not as extensive as one might like, and a lot of cool mythology is abbreviated, or just skimmed through. Still, a good choice if you want to have at least a rough image of the history and content of the roots of religion, and don’t know that much about it yet.
http://www.thegreatcourses.com/courses/religion-in-the-ancient-mediterranean-world.html