Well, there's a movie (two actually) that cover mermaids and how there has been sightings of them. In fact, a video from a cellphone taken by two boys shows a mermaid that's been washed up on the beach, although I'm not too sure it's real. (I would like to say it is though. I would love that)
One "mythical" creature that turns out to be true is the Kraken, a huge squid that would take down wooden ships. In the deep parts of the oceans, there are squids that reach 150' in length. That's longer then three 48 foot buses end to end. There may have been, or are bigger squids then that presently, but with the ocean being so vast, and the squid not readily surfacing, it's easy to not find them. When they die they fall to the bottom and get eaten by scavengers, so little evidence remains behind. Sometimes parts of them get washed ashore, and scientist have ways of calculating their size, based on their mouth parts, which look like parrot beaks. Also, they leave behind scars on certain whales that eat them. Those scars which look like giant saucers on the whales, were made during their fights with the whales. They are called "giant," and "colossal," squids. Two different species, with the colossal being the bigger bodied and the giant being the longest of the two. At 6 feet tall, a man is a mere snack for these monsters, but it was thought a myth, but they really exist!
at one point in time, many animals that actually do exist, were considered mythical. We can't assume that we know every single animal on the planet. New species are being discovered almost every day. But that does not mean that there are unicorns or mermaids.