According to the Oxford American College Dictionary, here are some definitions:
Mythology is a collection of myths, esp. one belonging to a particular religious or cultural tradition.
Myth is a traditional story, esp. one concerning the early history of a people or explaining some natural or social phenomenon and typically involving supernatural beings or events.
Legend is a traditional story sometimes popularly regarded as historical but unauthenticated.
Folklore is the traditional beliefs, customs, and stories of a community, passed through the generations by word of mouth.
History is the study of past events, particularly in human affairs.
by Rita Jean Moran (www.thelibrarykids.com)