Reddit reviews Trickster Makes This World: Mischief, Myth and Art

Trickster Makes the World by Lewis Hyde is a fabulous book about global trickster gods and he has a great section on Native American folklore as well as central and south american indigenous lore. Well worth a read.

I also snagged a book on Arctic Giants, which covers a lot of cannabalistic giants of arctic. Some cool gruesome stuff in that.

I have an older edition of Aleksandr Afanas'ev's "Russian Fairy Tales," which includes Baba Yaga stories and a lot of other interesting tales. Not sure if there is a difference between mine and what I linked to (i.e. updated items, etc.)

If you snag yourself a Brewer's Dictionary of Phrase and Fable, you can find some really good items. I also tend to collect reference books, which can let you leapfrog to other books on the topic.