Background: Bacchus carried by a procession
Background: Cadmus being transformed into a serpent
Phaeton, son of Helios, rides in his father's chariot
Background: Hercules enters the inferno of Cerberus
Background: Scene depicting the greed of King Midas
Background: Narcissus leans over a tomb set within a landscape
Background: Orpheus plays his lyre
Background: Marcus Curtius on horseback is about to leap into the chasm
Background: Romulus and Remus alongside a wolf
Background: Serena swims in the sea
Background: Theseus and the minotaur's labyrinth
Background: Venus and Cupid on a cliff; Pluto arrives in a chariot
Background: A city
This late 16th century suite of ornamental letters by Giacomo Paolini is known as 'Grotesque Alphabet in Mythological Landscapes'. The only thing I discovered about Paolini is that he was an Italian artist.
To discover which letters I've omitted and which letters were missing from the modern day alphabet, you will need to track them down at the source: the British Museum Prints Database (search on "Giacomo Paolini" in the 'free text' field)
The lazy link: Greek mythology.