Delphi is the name of two super heroines in the Marvel Comics Universe, both of whom have the power of seeing into the future. (You probably could've predicted that.)
Neo and Morpheus would be lost without the predictions of the Oracle in the Matrix trilogy.
The Delphi Method is a way of forecasting that asks rounds of questions to panels of experts. (Big whup, can they tell the future?)
You can totally go check out the Pythia's old stomping grounds in modern day Delphi. (Well, if you happen to be vacationing in Athens anyway.)
In the Battlestar Galactica TV series, many humans still believe in the writings of the Pythia, an ancient seeress who sounds a whole lot like the Greek ones.