"The Mythical Detective Loki Ragnarok" is based on Norse mythology.
The series is about Loki (the god of mischief), who was exiled from Asgard (the home of the gods) by Odin (think Zeus from Greek mythology), who bound him in the body of a child. He his now collecting "Jyaki" (the power of the monsters that he kills) so he can regain his true form and return to Asgard. Loki can regain his true form for a short period of time if he has enough "Jyaki".
Here's a link with the full details:
http://en.wikipedia.org/wiki/The_Myt..._Loki_Ragnarok
Hoped that helped. I love this series too. ^^
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