For my published
Kaidan setting of Japanese horror (PFRPG) there is no creation myth, as it is creation fact. Kaidan was instantaneously created by the Emma-O the lord of Jigoku (Buddhist hell) following an uttered divine curse and the subsequent suicide of an entire imperial house.
While Kaidan itself is a fictional setting, the event described leading to its creation is from actual Japanese history. In 1180 AD, the imperial prime minister tricked the then Emperor of Japan, Go-shirakawa into abdicating his throne due to a supposed assassination attempt on his life. Upon his abdication, the prime minister, Taira no Kiyomori, appointed his 1 year old grandson (the son of Go-shirakawa) as emperor, with himself as regent - (Kiyomori was Go-shirakawa's father in law). Clan Minamoto supported Go-shirakawa's cause and began to war with the Taira clan. By 1185, the Minamoto were winning the war. At the last battle, a sea battle off the coast of the main island of Honshu, in the straits between Honshu and Kyushu - a place called Dan-no-ura on April 25, 1185, at first the Taira were winning the battle, but the tides changed and the Minamoto gained the advantage. A Taira general turned traitor and revealed to the Minamoto forces which ship was the flagship of the Taira navy with the entire imperial house aboard. With concentrated attacks all on board the deck were killed, under the deck in the hold was the imperial family. Rather than being captured, humiliated then executed by the Minamoto, the grandmother of the then five year old emperor Antoku with the young emperor in her arms leapt into the sea to drown, followed by the rest of the imperial house - all committing suicide.
The fiction, I add, is that the grandmother, while holding the emperor and prior to her leap to death, utters a curse on the empire and the damned Wheel of Life (Buddhist afterlife), and that if the world was just, Antoku and his imperial house should rule the empire for all time... The demon lord of Jigoku, Lord Emma-O heard this delicious divine curse consummated with the suicide of an imperial house and granted it. The imperial house was fished from the sea, and apparently won the battle (lost in reality), but when they arrived on shore, it was not Japan that they ruled, it was, instead, Kaidan.
Now and for the last 714 years, the ruling house of Kaidan is House Taira, with Antoku as emperor (a ghost in the mind and body of a five year old), with his grandfather, Taira no Kiyomori, as Shogun (and graveknight), the defacto secular ruler of Kaidan. Thus Kaidan is a dark setting ruled by a fully undead imperial house, supported by living samurai, and a more structured than Japan social caste system.
Thus while certainly a ficitional setting, the events causing its creation is borrowed from actual Japanese history.