The Tales of Zeus are short conversations in Holy Fighters between Hercules and his father Zeus that appear every time Hercules does his Down Taunt in the "Mount Olympus" stage fighting a single fighter.
With Chinese Gods
Hercules: And who is this lady?
Zeus: That's Chang'e!
Hercules: She looks pretty! And does she has a rabbit?
Hou Yi: Yes, it's her Jade Rabbit.
Hercules: Woah! Where did you came from?
Hou Yi: Chang'e can damage gods in a short distance with her dances, can shoot blasts of energy and can make her Jade Rabbit attack too. Oh, and don't you ever talk about my girl like that again!
Hercules: That guy has a nice beard!
Zeus: Yes! He is Guan Yu, he is a guardian of justice, a hero to the downtrodden, the Saint of War.
Hercules: I would love to have his beard!
Zeus: Now son, be careful with his moves, his ability "Warrior's Will" makes him inable to move for a while, then, he lets go and charges forward, damaging any god in his path! And watch out for his horse!
Zeus: I see you encountered Hou Yi himself! Protector of the Earth and also God of the nine Suns!
Hercules: If you are talking about this red archer, yeah.
Zeus: Don't think that just because he uses bows and arrows he can't be a worthy challenger! He can float into the air for a little bit and shoot arrows from the sky, and he makes nine suns fall from the space for his hOLY Attack! Nine Suns! Her wife it's the Faerie of the Moon.
Hercules: He represent the sun and his wife represents the Moon? What a match!
Hercules: Who is this?
Zeus: She is Nu Wa of course! The Guardian of the Sky!
Hercules: She doesn't seem to be wearing much...Clothes...
Zeus: That's how she rolls. Be careful with, pretty much all his attacks, she can blast you into the sky and slam you into ground, and can buff herself and become really powerful, the more damage she has, more powerful attacks!
With Egyptian Gods
With Greek Gods
With Hindu Gods
With Mayan Gods
Hercules: Oh my god! What is that thing! Is it a dragon?
Zeus:Son, please, don't be so ignorant. He is a feathered serpent and his name it's Kukulkan, the spirit of the nine winds.
Hercules: Looks like a dragon to me...
Zeus: He was so important for mayan people, they even made a temple for him in the center of Chichén Itzá, in Yucatán, México. Every year, people from all around the world go to Chichén Itzá to see his shadow going downsraies of the temple.
Hercules: Any tip for the fight?
Zeus: Of course! Watch out for his charged wind blasts and don't let his Glory Attack touch you, that could be your end!
With Norse Gods
Hercules: Oh god, Loki...
Zeus: Son, don't low your guard! Loki is fast and really dangerous! He can do more damage if he attacks from behind!
Loki: And be sure to watch out for my teleport, that will be so funny!
Zeus:: What are you doing here? I'm calling Odin right now!
Zeus:: Look at him...with his little hammer thinking he's so great and all...
Zeus: Oh, yeah! This is Thor as you know, the god of thunder. Not as cool as me but, I guess he's mighty. Be careful with his Sping Attack, can do serious damage. He can throw his hammer and return it back doing double damage.
Hercules: Oh come on dad! He can't compare to you, you are Zeus!