A literal mythology gag appears in Dungeons & Dragons — Minotaurs are immune to the spell Maze, which traps its victims in a labyrinth.
And Dungeons & Dragons 4e loves tossing in shout-outs to settings that are not part of this edition's gameline. Sigil is once again center-stage at higher tiers, the Spelljamming Helms can be used to navigate the Astral Sea, and it's made throw-away references to defunct settings like Greyhawk and even Dark Sun before it was confirmed as a campaign setting for this edition.
Previously, the 3rd edition Dungeon Master's Guide used exactly the same sample dungeon for its demonstration of game play as had been presented in the 1st Edition Dungeon Master's Guide. The characters' actions were nearly identical, although Lidda fared much better against the ghouls than did the original version's gnome.
In Vampire The Masquerade, the Camarilla was the ruling body of vampiric politics — a worldwide conspiracy meant to keep the Kindred operating behind the scenes and hidden from mortals. In the reboot, Vampire The Requiem, the Camarilla was a vampiric body politic that stretched throughout the Roman Empire... and fell when it did, emphasizing the game line's shift from global to local politics.
Werewolf The Forsaken has a giant worm-like entity known as Zmai who may or may not have something to do with vampires.
The Return of the Scarlet Empress book for Exalted had the Ebon Dragon construct an enormous Black Spiral. In addition, the entire world of Autochthonia is based on Mage The Awakening. These qualify as Mythology Gags because Exalted was originally supposed to be a prequel to the World of Darkness, which has more or less fallen off with subsequent editions.
Exalted had another Werewolf reference in "Shards of the Exalted Dream", with a sinister corporation in the Modern Age shard being named after a subsidiary of Pentex.
In Manual of Exalted Power: Alchemicals, their Excellencies (usually straightforward dice adders) are known as Augmentations because they were designed before the term "Excellency" was coined. The first edition Alchemical charmset was the one that first introduced the concept before second edition gave them to everyone.
