Ninjas of course are just totally the wrong culture.
Zombies don't work out because once you're in Hades, there's no coming back, so living dead isn't a concept; they did however manage to have quite a few psyches wandering the earth.
Vampires again are the wrong culture. Though if vampires are your thing, I note that regular reader of this blog Carrie Clevenger has a vampire novel appearing next year, which she announced via an interview with her main character.
On the plus side, they did have titans, ladies with stony expressions and snakes for hair, various demigods, three-headed dogs, cyclops, minotaurs etc. Also the odd god and goddess. My favourite movie of ancient, mythological Greece isn't the recent stuff about Alexander and Troy. My fave is definitely the original Jason and the Argonauts, complete with special effects that were incredible for their time, and for my money, remain more dramatic than the smoother but less interesting computer generated effects. Here's the famous fight with the skeletons (yes, I know they're not Greek). Keep in mind, this entire scene was done with stop-motion cinematography.