You might like to consider the way in which the narrative of this excellent novel draws attention to various mythical parallels that operate within the text and help us to understand it better. In particular, there is a clear allusion to the story of the creation and fall of man as depicted in the Garden of Eden. Consider the way that Dorian Gray is presented as an innocent at the beginning of the novel, just as Adam is. It is Lord Henry Wotton in his role of Satan who tempts and seduces Dorian Gray, ushering in his own "fall" from his state of innocence.
In addition to this main mythical narrative, you also might like to consider the other allusions that are present in the narrative. The archetypal legend of Faust who sells his soul to the devil for power and knowledge is also present in the way that Dorian makes a Faustian pact to exchange his soul for eternal youth. Note what Dorian wishes for in Chapter Two:
I am jealous of the portrait you have painted of me. Why should it keep what I must lose? Every moment hta tpasses takes somethign from me, and gives something to it. Oh, if it were only the other way! If the picture could change, and I could be always what I am now!
Likewise, Lord Henry calls Dorian a "Narcissus," refering directly to the myth of this young, beautiful man who fell in love with his reflection in the pool. This draws attention to the vanity that forms such an important part of Dorian's character and its development in the novel.