Are you looking for a collection of them or just single ones? There's a book called 'Things Fall Apart' by Chinua Achebe, which tells a story about a Nigerian tribesman's clash with colonialism, and the book is punctuated by fables from his culture, explaining why mosquitoes buzz etc. It's good to read them in context, plus it's a great book which also tells you a lot about this particular tribe's religion and lifestyle (so you get gods and heroes as well).