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First, one note on the topic. The American Dream, as an idea, is constantly changing and will be different for each person. That variation doesn't make it a myth; it just means that the American Dream has many manifestations. So, for some, the Dream is a myth and for others it is real (whether it is superficial or genuinely meaningful). What makes the American Dream a myth, in this context with Gatsby, is that the one pursuing the American Dream will never be satisfied or he/she will never fully obtain it. That is what makes it a myth or an illusion. For Gatsby, that dream becomes a myth because he becomes corrupted in the process, and in the end, not only does he lose Daisy again; he is killed. It is this elusiveness and/or the insatiability of the Dream that makes it a myth.
So, if you're looking for sources on the American Dream in possible connection with Gatsby, start with the novel itself. There are sources in the bibliography of the second link below on The Great Gatsby.
If you are looking for sources that deal with the American Dream in general, try juxtaposing a few sources on Gatsby with some sources about the state of the American Dream today. Note that Gatsby came from a poor background. From an economic perspective, this suggests that the poor have a more difficult time of achieving the American Dream. This focus on economics could be a bridge to other sources such as the third (below, titled "The Great Gatsby Curve: Why It's so Hard for the Poor to Get Ahead") which deals with income inequality today and how it is more difficult for the poor to succeed.
Given the increasing gap in income between the richest 1% and the remaining 99%, maybe include a source on how this shows that the American Dream, myth or not, is reserved only to an elite few (1%). This article (http://www.cbsnews.com/news/cbo-top-1-getting-exponentially-richer/) discusses just this: how the rich are getting richer and how the poor are getting poorer.
But back closer to your topic, include a couple sources on the "vicious cycle" - sources which talk about how success has become like a drug; a taste of it only leads to wanting more. Gatsby could be an example here. The richest 1% of the current economy (rich keep getting richer) could be an example. The film Wall Street (1987) would be a good character study on "never being satisfied" and the idea that when greed is considered a good thing (an often quoted phrase from the movie), maybe the American Dream has become a myth.
This article ("American Dreams" by Michael Schudson, found in American Literary History - find this article on JSTOR) addresses many of your issues including: different manifestations of the American Dream, The Great Gatsby, and the elusiveness of achieving the dream, whatever it may be. Schudson also notes that the American Dream is continually rejuvenated and this is traced back to the Declaration of Independence where the Dream is often cited as "life, liberty, and the pursuit of happiness." Even these notions of liberty and happiness have changed over time.
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