I'm a big fan of Neil Gaiman and his weird myth-based world, especially of the books American Gods and Anansi Boys. I would say there's nothing at all noticeably Jewish about any work of his that I've read, but I have read in various sources that he identifies with his Jewish ancestors.
Gaiman was brought up in England. His parents were not practicing Jews; rather, they were Scientologists. However, Gaiman emphatically says he's not a scientologist. He immigrated to the US some time ago, and lives in Minnesota.
In an interview with the Telegraph, Gaiman elaborated on his background:
"It was when Gaiman was 12 that he first came across a seam of mythology unlike anything his childhood collections of Greek and Roman tales had yet exposed him to. That was the year he got to be 'really Jewish', as he puts it. For this pre-bar mitzvah year, he was sent each weekend to stay with observant cousins in Wembley. 'I had this wonderful bar mitzvah teacher. He was a cantor, Reb Meyer Lev. He was very, very into all of the stories of Jewish mythology. I was the kind of kid who, given the opportunity, would derail the stuff I was meant to be learning and get him on to mythological subjects. And he, bless him, would always go there.And from another interview:
"'Which meant that in my mid-twenties, when I was writing myths and writing comics, I suddenly discovered that I knew all this incredibly obscure stuff, I mean way beyond imagining, and it was marvellous. And I'd write stuff, and people'd come up to me, and say, OK, the thing about Adam having three wives - marvellous stuff.'"
"Gaiman acknowledges there is little that is particularly Jewish about his life in the United States. 'For me, the funny and the weird thing about being Jewish in the US is that in America they only have room to put you in one box or another. So, Jon Stewart on The Daily Show gets to be Jewish, I'm English and so that puts me in the English box.'Very interesting!
"But he does think that Judaism features in his writing, 'because fundamentally the perspective on almost all of my fiction, particularly something big in Sandman, is 'outsidery'; being part of a culture but also being part of the 'other'."