Yeah, I'd like to know too. Good historical fantasy seems a little hard to come by.
Two suggestions: Have you tried
Arang and the Magistrate? It's at least somewhat like that. Also the currently airing
Mirror of the Witch is historical fantasy, and it's been really good as far as I've watched (seen 3/4 eps).
Neither one has the same sort of epic, mythological feel as Legend, but maybe they're close enough.