"The Radiant, Heavenly City"
We see in Alexandria Egypt in 411 AD how a mystic of the Egyptian gods sends his daughter into the desert to protect her from the Christian zealots who come to 'cleanse' them.
In modern days, we meet Sophie Bangs, who is writing a school paper on a mythic character named Promethea, who curiously crops up in literature throughout the ages. She is stonewalled in her attempts to research the topic. She is being watched by a group called the Five Swell Guys, then menaced by a shadowy demon before being rescued by the honest-to-goodness Promethea. She learns that the gods Thoth-Hermes rescued that girl in Alexandria, who's name was Promethea, and she lives in the land of Immateria and manifests into this world through the imaginations of writers, and that Sophie is the next in line to wear the mantle.