Mythical beings might fall under the category of Cryptozoology (study of hidden animals) which refers to the search for animals that are considered to
be legendary or otherwise nonexistent by mainstream biology. This includes looking for living examples of animals which are extinct,
such as dinosaurs; animals whose existence lacks physical support but which appear in myths, legends, such beings may (or may not) actually be a real creature.
That said; generally, Mythical beings such as: Brownies, Elves, Fairies, and Pixies are considered creatures of literary imagination.