I don't know if it's available in English, but Abel Posse's "El viajero de Agartha" is a great novel set in the last days of World War II, where an SS officer is sent to search for Agarthi in a desperate attempt to reverse the course of the war.
I read it in Italian, but to be honest, I don't know if there's an English translation.
Also you should definitely check out "Beasts, Men and Gods" by Ferdynand Ossendowski (it's is a semi-mythical chronicle of his escape from Russia during the civil war, with references to elements of folklore and myth (the King of the World, Baron Ungern, etc.).
