I find this website to be a fairly comprehensive resource for mythology. While it doesn't necessarily have a lot of information on the things it covers, it at least provides the basics for a lot of different mythos and is a good starting point to research further.
The only appropriate mythologies I can think of off-hand are, of course, the Christian apocalypse and the Norse Ragnarok, at which point the ancient Norse gods will have a final battle, leaving behind a paradise after it. Personally, that would be one of my first inclinations for such a topic, as Norse mythology specifically states which gods are going to die and how. The above link can provide more information on Ragnarok, though you might explore some of the other mythologies there and see what else would be appropriate.
Hope this helps.