Here's a quick and dirty list of all the demons, monster, personae, and whatnot that appear in all three Persona games. The mythological explanations aren't that long, I'm afraid; you have no idea how many demons there ARE! Or maybe you will, once you've flipped through this.
I realphabetized this list from Japanese alphabetical order into the English one. Oi, what a mess.
Included sources: Greek, Roman, Norse, Mayan, Hittite, Slavic, literary, Zoroastrian, Sumerian, German, Babylonian, Lovecraft, Arthurian, Korean, European, Judeo-Christian, Hindu, Buddhist, Japanese, Chinese, Polynesian, Celtic, Aztec, Nepalese, alien conspiracy theories, original characters, historical characters....
The first edition of this site was about the time (2001) of the creation of wikipedia, long before it was very useful. Can you imagine? Several large sections were translated from the guidebooks, so if they made a mistake and I was unfamiliar with the mythology myself, it got passed on to you. I think I've caught most of those on this revisiting. (2011)
Are you sure _____ is correct?!
No, actually! Most of the time, if I could find a reference, I linked it. I am sure of about 95% of the entries. But there are a number of entries, like Purski and Rinok, where I can't find out a match to the Japanese description of the god. So I just threw up my hands and translated what they put. So my transliteration of a few names may be way off; if you can correct them, preferably with a reference, you know how to contact me: jokersama at livejournal dot com.