Vladimir Who? or Get Thee Behind Me, Satyr
Fairy Tales Deconstructed, Online
That said, the imagery and mythology that Pan's Labyrinth draws upon have been traced to their origins and broken down into an octet of character types by Russian folklorist-cum-formalist Vladimir Yakolevich Propp, who codified the elements of the fairy tales (or "wonder stories") in his native Russia.
Guillermo del Toro's manufactured mythology easily fits within Propp's theorizing; both include stock dramatis personae such as the princess (Ofelia), her father (in Pan's case, her mother), the villain (Captain Vidal), and the magical helper (the Faun).
In addition to Propp, del Toro also lists Austrian psychoanalyst Bruno Bettelheim's 1976 treatise on The Uses of Enchantment: The Meaning and Importance of Fairy Tales as an influence on his exploration of fairy tales. Bettelheim's text psychoanalyzed fairy tales with an eye toward parenting (it also elucidated the pleasure vs. reality principles via The Three Little Pigs, itself something of a landmark deconstruction/entertainment); it's one of the cornerstones of the Cinderella-on-the-couch school of fairy tale writings.
Get your Propp on here: mural.uv.es/vifresal/Propp.htm
Generate your own Proppian fairy tale here: www.brown.edu/Courses/FR0133/Fairytale_Generator/gen.html
More on Bettelheim here: www.journalism.nyu.edu/portfolio/books/book411.html
Assorted fairy-tale resources: www.childrensbooks.about.com/od/fairytales/index.htm