That'd be the Shin Megami Tensei series of JRPGs including Nocturne, Persona, DDS, Devil Summoner, Strange Journey, the original dungeon crawler etc.

I just recently got to the very end of Strange Journey and I appreciated the holy hell out of Nocturne to the point of it being one of my favorite games evar.

If you did play, what mythological creeps did you like to beat people up alongside?

Also, did you do the same thing I do and make an end-game dream team of vicious murder? I remember beating Nocturne feeling like the baddest *** that was ever a butt with The Harlot, Beelzebub and Metatron packing heat next to my puny tattooed self.