We can call these sacred narratives or myths.
They offer explanations of origins, morality, fate...
They may or may not be historically accurate.
They have characteristics such as non-human characters, mystery, bending of natural law...
However, if you choose to use the word 'myth,' keep in mind that in an anthropological sense, Jesus, Moses, or the Buddha are every bit as mythical as Zeus.
Next: Characteristics: Religion and the non-empirical
For our purposes, we make no judgment on whether or not the events recounted in religious narratives "really happened," that is whether a neutral scientific observer could have witnessed them. Anthropologists have no interest in establishing the truth or falsehood of any religious narrative. While anthropologists as individuals may be believers in a particular religious tradition, as anthropologists we take no stance. Instead we are interested in things like establishing what the narratives are, looking for their structure, looking at the way elements of them relate to elements of other narratives, examining the relationship between these narratives and the societies that consider them sacred, looking at the way that the narratives are understood and enacted in the lives of members of cultures, and so on. We can do this in more or less the same way regardless of the tradition we study. As we do so, we are often reminded of a couple things. First, within any culture religious experience and intensity of religious belief varies. Second, those who believe have equal intensity and passion regardless of what they believe in. It's important to recall, for example, that many ancient Greeks believed in Zeus with the same intensity that many modern Christians believe in Jesus. They saw evidence of Zeus everywhere they looked. They would have been as upset by the idea that Zeus wasn't "really" God as any modern believer by the idea that Jesus or whoever they believe in wasn't "really" God. In other words, you may believe in your faith with devotion, intensity, and certainty that your faith is correct. If so, that's great. However, please remember that others, both today and throughout history also believe (or believed) in their faiths with devotion, intensity, and certainty indistinguishable from your own.