Nebula Award Winners
Harry Kemelman wrote a series of mysteries about a rabbi.
Books in World Of The Five Gods Series (2)
American Gods by Neil Gaiman won the 2003 Nebula Award for Best Novel.
"American Gods" is a novel written by Neil Gaiman, first published in 2001. The story follows the character of Shadow Moon, a recently released convict who is recruited by the mysterious Mr. Wednesday to work for him. As Shadow becomes embroiled in a war between the old gods of mythology and the new gods of technology, he must navigate a world filled with supernatural beings and ancient powers.
The novel has since been adapted into a TV series by the same name, which premiered in 2017. The series follows the same basic plot as the novel, but with some differences in character and story arcs. The TV series has been critically acclaimed for its visuals and performances, although it has been criticized for its departures from the source material.
Overall, "American Gods" is a fascinating exploration of mythology and culture, as well as a thrilling story about power and belief.
Books in American Gods Series (5)
You should read Anansi Boys by Gaiman -- features one of the same characters from American Gods and is about the same sort of story.
Really though, any of Gaiman's novels are good. His next best recommended is probably Neverwhere. Many people will tell you that Gaiman's best work of his career is his The Sandman graphic novels -- which, really, are probably the best graphic novels ever written, IMHO.
Myths and Legends Co-Existing with the Modern Age:
For other Fantasy concerned with myth and legends coexisting (or struggling) with the modern world, read Robert Holdstock's Mythago Wood.
The Golem and the Jinni: Two legends from myth -- Arab myth and Jewish myth -- find themselves left over and out of place in the modern world and find they need each other to survive.
Ysabel by Guy Gaverial Kay. Kay's very good Ysabel also deals with a similar theme.
You will also enjoy Tim Power's The Anubis Gates which is a rip-roaring adventure that incorporates some of the same themes (myths coming to life).
Another (quite funny) take on the same theme is Marie Phillips' Gods Behaving Badly.
American Elsewhere by Robert Bennet Jackson. A damaged woman inherits a house and moves back after a midlife crisis only to find there's something odd about the town and she the center of it all. His newest work, City of Stairs, also explores the idea of old extinct God's coming back to haunt the modern world, though City of Stairs is more pure fantasy than urban fantasy.
Keith Donohue's The Stolen Child is another book that grapples with the reality of folk tales' (fairies') effect on the modern world. It's also a deep look into a man's search for his identity.
Kraken by China Mieville also explore the same theme (old myths living amongst and struggling with today's realities) in his novel, Kraken.
Another popular author that also likes to juxtapose myth and modern society is Charles de Lint. Myth existing in today's world does seem to be a common them with the Urban Fantasy subgenre, but the above books are the best written that feature myths living in the modern world.