John Henry Fuseli is famous for the Nightmare and among his other pictures is Thor Fighting the Midgard Serpent. I would definitely look him up. He does look a lot like modern fantasy art -- but most of that is influenced by Burne Hogarth who did the Tarzan Comic Strip for a while in the thirties and his students at what became the School of Visual Arts. Hogarth was a HUGE Fuseli fan.
Odilon Redon painted angels, Cyclopses and other figures, while Picasso did prints of minotaurs, nymphs fauns and Centaurs. Oh, and Goya's prints.
