There's not much doin' in the other-myths-like-Pygmalion department. But the story of Pandora—which also comes from the Greek tradition—is a good example of where Pygmalion's whole God complex comes from.
According to Greek myth, Zeus asks the giants Prometheus and Epimetheus to create man. The giants do as they're told, but after they make man, they decide he needs something extra to set him apart from animals. So Prometheus steals fire from the heavens and gives it to man, as sort of a "welcome to being alive" present.
This fire-stealing doesn't go over well with Zeus. In an act of revenge, he concocts an elaborate plot to release evil spirits into the world. First, he asks the god Hephaestus to craft the first woman—named Pandora—out of clay. Then he sends Pandora to Epimetheus as a bride, accompanied with a jar full of evil spirits. When the curious Pandora opens the jar, she unleashes evil spirits onto humanity forever. Oh dear.
Like Galatea, Pandora is crafted by a male figure out of a lifeless substance. By sculpting a woman out of ivory and then watching her come to life, Pygmalion is following in the footsteps of Hephaestus and Zeus. Those are some pretty big shoes to fill, buddy!