Stargate, the original movie: Only Ra, Egyptian God of the Sun, was in it.
Everything else:
All the System Lords were mythological figures in real life
- Egyptian
- Anubis, Egyptian god associated with mummification and the afterlife
- Apep and Apophis appear to be the same being in mythology (an evil god, the deification of darkness and chaos), but have been split up into two separate System Lords for Stargate
- Bastet, Goddess of cats, and the sun and the moon
- Hathor, Goddess of love, beauty, motherhood, foreign lands, mining, and music
- Heru'ur has no direct equivalent in mythology, but takes the place of Horus in Stargate.
- Isis, Goddess of motherhood, magic, and fertility
- Osiris, Egyptian God of the Afterlife. In a female host in Stargate due to unfortunate circumstances
- Sokar was originally an Egyptian Falcon god, but at some point before appeared in Stargate, that Goa'uld took the part of the devil.
- Egyptian
Japanese
- Amaterasu, Goddess of the Sun and the Universe in the Shinto religion.
Greek
- Ares, God of War
- Cronus, Titan
Roman
- Egeria, water nymph
Celtic
- Camulus, God of War
Hindu
- Kali, Goddess of Destruction
- Nirrti, Goddess of Death and Corruption
Babylonian
African
Irish
- Morrigan appears to have been a goddess of battle, strife, and sovereignity, although she was not referred to as a goddess in the mythology.
Slavic
- Svarog, Possibly god of celestial fire and blacksmithing.
Chinese
- Yu-huang Shang Ti, the Jade Emperor.
Misc/Uncertain of locality
- Ba'al is a title with many possibilities, but an alternative spelling I've often seen is Baal, a demon who is one of the seven princes of Hell.
- Ishkur, also known as Adad and Hada, is a god in the Babylonian-Assyrian pantheon.
- Kur is labeled as "Sumerian and Assyrian Dragon/Dragon Lord" on the Stargate Wikia, but his place in mythology is a bit more complex. Kur is 1) a mountain or mountain range, 2) possibly the Sumerian underworld, or related to it, 3) possibly an Anunnaki, or 4) a snake-like dragon. It seems to depend on the era.
As I mentioned in one of the comments, even (at least some of the) Goa'uld who were not System Lords came from history/mythology:
- Imhotep was a minor Goa'uld who appeared in just one episode. In reallife, Imhotep was a chancellor who was promoted to divinity after his death.
Next are the Asgard. Almost all the named ones come from Norse mythology - which makes sense, as in-series, the Asgard inspired the Norse myths. These are the ones I'm unsure of, or have a slightly different name:
- An
- Famrir (Former host to Ra, he was seen for a single scene in the original Stargate movie)
- Hermiod, named after the Norse god Hermóðr
- Penegal
- Sujanha, who did not appear in any TV series or movie
- Zeus, who did not appear in any TV series or movie
The Nox appear to be based upon the Greek Dryads, or some similar myth.
The Ancients aren't anything as a whole, but:
- Atlantis was a spaceship/city combination that held the most advanced technology the Ancients ever developed.
These two go with the list of Ancients references, but are much more spoilery than any of the above:
* Merlin was an ancient who was originally named Moros. We met him before his ascension, as Moros, in an episode of Stargate Atlantis.
* Morgan le Fay was born as Ganos Lal, and like Moros, had ascended and then retaken human form.