As much as I like to nod to the idea of superheroes as modern myths or carrying on the tradition of the Greek heroes or other mythologies of various geographic locales, it's an awkward fit. The actual myths around, say, Hercules, are weird and brutal by modern standards. ie: Murdering one's own family is not just another mishap adventure along the way for, say, The Flash.* There's something a bit more of the swashbuckler and criminal doing right in an unjust world that was at the core of the first wave of superheroes.
Even before Superman leaped his first tall building, Batman punched his first mentally ill person, or Wonder Woman lasso'd her first Holliday Girl, pulp and popular fiction was cooking up some interesting personas. One of the first superheroes I tend to think of is The Scarlet Pimpernel, who appeared in a novel in 1905 (written by a woman, no less, so take that, comics-gaters) and who would appear in a movie by 1934. The Shadow existed as a radio and magazine character around 1931, Flash Gordon was around by 1934, The Phantom appeared in a comic strip by 1936.
But, Zorro..! Zorro appeared in 1919 in print and by 1920 as a film.
