Strange, yet true, Sailor Moon does take some of its character names from mythology, etc. If a Sailor is not listed, then I have not found a connection yet. Here's a brief telling of its roots in mythology (all mythological names are in Greek Mythlogy unless otherwise stated):

Sailor Moon: Serena is a name meaning "lady of the moon" I believe. Correct me if I'm wrong, but I am absolutely sure it has "moon" in it. In Greek mythology, Artemis is the Goddess of the Moon. Selena is an alternate name. In the Japanese version, she is Princess Selenity, not Serenity. Also, Usagi Tsukino (her name in Japan) means "rabbit of the moon". As we see a man in the moon, the Japanese see a rabbit making a rice dish (forget the name). Not mythological, but neat.

Sailor Mars: In mythology, Mars was the God of War, also associated with fire.

Sailor Jupiter: In Greek mythology, we know him as Zeus, the Ruler of the Gods. Jupiter is physically the most powerful scout (next to Uranus), Zeus is the most powerful of the Gods. Zeus also used lightning bolts and the planet Jupiter is associated with trees.

Sailor Venus: Aphrodite (Venus) was the Goddess of Love, thus Sailor Venus's attacks

Tuxedo Mask: The only connection is in the Japanese version. In it, he is called Prince Endymion, not Darien. This was taken straight from mythology. Endymion was a man who had a wonderful dream about Artemis (Goddess of the Moon). He begged Zeus to put him to sleep forever, so that he may enjoy his dreams. He was granted this wish. In some books, it says Artemis put him to sleep forever. Either way, Endymion and Artemis wished to be together always, just as in the show.

The Cats: Artemis, Luna, and Diana are all alternate names for the Goddess of the Moon. Diana is her Roman mythology name, Artemis is in Greek mythology, Luna is an alternate name for either.

Sailor Saturn: Saturn (in Roman mythology) was Cronus, the father of Zeus. Not really sure on the connection here, but Saturn has devastating attacks (one could destroy the Earth). Cronus killed a lot of Zeus's brothers and sisters, maybe Saturn's attacks are kind of associated with death because of that.

Sailor Neptune: Neptune (Poseidon in Greek mythology) was the God of the Seas. Sailor Neptune has water-based attacks

Sailor Uranus: Uranus was the father of Cronus. Cronus's mother was Gaia (the Earth). Uranus has earth-based attack, so perhaps Gaia is the root of her powers.

Sailor Pluto: Hades was the God of the Dead, thus Pluto's "Dead Scream" attack comes from that
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