I have made a little list of such episode titles, which have got a direct mythological, religious or cultural reference. Have fun!
BROCA
https://en.wikipedia.org/wiki/Paul_Broca
https://en.wikipedia.org/wiki/Broca%27s_area
COMMANDMENT
https://en.wikipedia.org/wiki/Ten_Commandments
LAZARUS
https://en.wikipedia.org/wiki/Lazarus_of_Bethany
NOX
https://en.wikipedia.org/wiki/Nyx
THOR
https://en.wikipedia.org/wiki/Thor
THOR’S HAMMER
https://en.wikipedia.org/wiki/Mj%C3%B6lnir
HATHOR
https://en.wikipedia.org/wiki/Hathor
ENIGMA
https://en.wikipedia.org/wiki/Enigma_machine
TIN MAN
https://en.wikipedia.org/wiki/Tin_Woodman
THOR’S CHARIOT
https://en.wikipedia.org/wiki/Tanngr...nngnj%C3%B3str
BANE
https://en.wikipedia.org/wiki/Plagues_of_Egypt
SETH
https://en.wikipedia.org/wiki/Set_(deity)
DEMON
https://en.wikipedia.org/wiki/Demon
DEVIL
https://en.wikipedia.org/wiki/Devil
CHRYSTAL SKULL
https://en.wikipedia.org/wiki/Crystal_skull
NEMESIS
https://en.wikipedia.org/wiki/Nemesis
EXODUS
https://en.wikipedia.org/wiki/The_Exodus
https://en.wikipedia.org/wiki/Book_of_Exodus
ASCENSION
https://en.wikipedia.org/wiki/Entering_Heaven_alive
MERIDIAN
https://en.wikipedia.org/wiki/Meridian_(astronomy)
https://en.wikipedia.org/wiki/Meridian_(geography)
REDEMPTION
https://en.wikipedia.org/wiki/Redemption_(theology)
ABYSS
https://en.wikipedia.org/wiki/Abyss_(religion)
https://en.wikipedia.org/wiki/Abyss_(Thelema)
https://en.wikipedia.org/wiki/Tartarus
PROMETHEUS
https://en.wikipedia.org/wiki/Prometheus
PARADISE
https://en.wikipedia.org/wiki/Garden_of_Eden
https://en.wikipedia.org/wiki/Paradise_Lost
PROPHECY
https://en.wikipedia.org/wiki/Prophecy
FALLEN
https://en.wikipedia.org/wiki/Fallen_angel
ORPHEUS
https://en.wikipedia.org/wiki/Orpheus
EVOLUTION
https://en.wikipedia.org/wiki/Evolution
GRACE
https://en.wikipedia.org/wiki/Divine_grace
https://en.wikipedia.org/wiki/Grace_in_Christianity
CHIMERA
https://en.wikipedia.org/wiki/Chimera_(mythology)
RESURRECTION
https://en.wikipedia.org/wiki/Resurrection
ICON
https://en.wikipedia.org/wiki/Icon
COVENANT
https://en.wikipedia.org/wiki/Covenant_(religion)
GEMINI
https://en.wikipedia.org/wiki/Castor_and_Pollux
https://en.wikipedia.org/wiki/Gemini_(astrology)
https://en.wikipedia.org/wiki/Gemini_(constellation)
PROMETHEUS UNBOUND
https://en.wikipedia.org/wiki/Promet...nd_(Aeschylus)
MOEBIUS
https://en.wikipedia.org/wiki/M%C3%B6bius_strip
https://en.wikipedia.org/wiki/August...nd_M%C3%B6bius
AVALON
https://en.wikipedia.org/wiki/Avalon
DEUS EX MACHINA – episode title is EX DEUS MACHINA
https://en.wikipedia.org/wiki/Deus_ex_machina
BABYLON
https://en.wikipedia.org/wiki/Babylon
THE FOURTH HORSEMAN
https://en.wikipedia.org/wiki/Four_H...the_Apocalypse
ETHON
https://en.wikipedia.org/wiki/Aethon
SCOURGE
https://en.wikipedia.org/wiki/Scourge
ARTHUR
https://en.wikipedia.org/wiki/King_Arthur
CRUSADE
https://en.wikipedia.org/wiki/Crusades
CAMELOT
https://en.wikipedia.org/wiki/Camelot
MORPHEUS
https://en.wikipedia.org/wiki/Morpheus
PEGASUS
https://en.wikipedia.org/wiki/Pegasus
MEMENTO MORI
https://en.wikipedia.org/wiki/Memento_mori
TALION
https://en.wikipedia.org/wiki/Eye_for_an_eye
ATLANTIS
https://en.wikipedia.org/wiki/Atlantis
TRINITY
https://en.wikipedia.org/wiki/Trinity
AURORA
https://en.wikipedia.org/wiki/Aurora_(mythology)
EPIPHANY
https://en.wikipedia.org/wiki/Epiphany_(holiday)
MICHAEL
https://en.wikipedia.org/wiki/Michael
https://en.wikipedia.org/wiki/Michael_(archangel)
INFERNO
https://en.wikipedia.org/wiki/Hell
PHANTOM
https://en.wikipedia.org/wiki/Ghost
https://en.wikipedia.org/wiki/Illusion
ECHO
https://en.wikipedia.org/wiki/Echo
TAO
https://en.wikipedia.org/wiki/Tao
THE ARK
https://en.wikipedia.org/wiki/Noah%27s_Ark
SUNDAY
https://en.wikipedia.org/wiki/Sunday
DOPPELGANGER
https://en.wikipedia.org/wiki/Doppelg%C3%A4nger
TABULA RASA
https://en.wikipedia.org/wiki/Tabula_rasa
THE SEER
https://en.wikipedia.org/wiki/Prophe..._and_revelator
THIS MORTAL COIL
https://en.wiktionary.org/wiki/mortal_coil
BE ALL MY SINS REMEMBERED
http://nfs.sparknotes.com/hamlet/page_140.html
QUARANTINE
https://en.wikipedia.org/wiki/Quarantine
HARMONY
https://en.wikipedia.org/wiki/Harmony
OUTCAST
https://en.wikipedia.org/wiki/Outcast_(person)
DAEDALUS
https://en.wikipedia.org/wiki/Daedalus
GHOST IN THE MACHINE
https://en.wikipedia.org/wiki/Ghost_in_the_machine
INQUISITION
https://en.wikipedia.org/wiki/Inquisition
PRODIGAL
https://en.wikipedia.org/wiki/Parabl...e_Prodigal_Son
VEGAS
https://en.wikipedia.org/wiki/Las_Vegas
MALICE
https://en.wikipedia.org/wiki/Malice_(law)
Stargate : Universe has got mostly concepts as titles, so I have skipped those ones.
Let me know if you find anything else to add to this list.
edit.:
Sunday was added by WraithTech. Thank you.
BROCA
https://en.wikipedia.org/wiki/Paul_Broca
https://en.wikipedia.org/wiki/Broca%27s_area
COMMANDMENT
https://en.wikipedia.org/wiki/Ten_Commandments
LAZARUS
https://en.wikipedia.org/wiki/Lazarus_of_Bethany
NOX
https://en.wikipedia.org/wiki/Nyx
THOR
https://en.wikipedia.org/wiki/Thor
THOR’S HAMMER
https://en.wikipedia.org/wiki/Mj%C3%B6lnir
HATHOR
https://en.wikipedia.org/wiki/Hathor
ENIGMA
https://en.wikipedia.org/wiki/Enigma_machine
TIN MAN
https://en.wikipedia.org/wiki/Tin_Woodman
THOR’S CHARIOT
https://en.wikipedia.org/wiki/Tanngr...nngnj%C3%B3str
BANE
https://en.wikipedia.org/wiki/Plagues_of_Egypt
SETH
https://en.wikipedia.org/wiki/Set_(deity)
DEMON
https://en.wikipedia.org/wiki/Demon
DEVIL
https://en.wikipedia.org/wiki/Devil
CHRYSTAL SKULL
https://en.wikipedia.org/wiki/Crystal_skull
NEMESIS
https://en.wikipedia.org/wiki/Nemesis
EXODUS
https://en.wikipedia.org/wiki/The_Exodus
https://en.wikipedia.org/wiki/Book_of_Exodus
ASCENSION
https://en.wikipedia.org/wiki/Entering_Heaven_alive
MERIDIAN
https://en.wikipedia.org/wiki/Meridian_(astronomy)
https://en.wikipedia.org/wiki/Meridian_(geography)
REDEMPTION
https://en.wikipedia.org/wiki/Redemption_(theology)
ABYSS
https://en.wikipedia.org/wiki/Abyss_(religion)
https://en.wikipedia.org/wiki/Abyss_(Thelema)
https://en.wikipedia.org/wiki/Tartarus
PROMETHEUS
https://en.wikipedia.org/wiki/Prometheus
PARADISE
https://en.wikipedia.org/wiki/Garden_of_Eden
https://en.wikipedia.org/wiki/Paradise_Lost
PROPHECY
https://en.wikipedia.org/wiki/Prophecy
FALLEN
https://en.wikipedia.org/wiki/Fallen_angel
ORPHEUS
https://en.wikipedia.org/wiki/Orpheus
EVOLUTION
https://en.wikipedia.org/wiki/Evolution
GRACE
https://en.wikipedia.org/wiki/Divine_grace
https://en.wikipedia.org/wiki/Grace_in_Christianity
CHIMERA
https://en.wikipedia.org/wiki/Chimera_(mythology)
RESURRECTION
https://en.wikipedia.org/wiki/Resurrection
ICON
https://en.wikipedia.org/wiki/Icon
COVENANT
https://en.wikipedia.org/wiki/Covenant_(religion)
GEMINI
https://en.wikipedia.org/wiki/Castor_and_Pollux
https://en.wikipedia.org/wiki/Gemini_(astrology)
https://en.wikipedia.org/wiki/Gemini_(constellation)
PROMETHEUS UNBOUND
https://en.wikipedia.org/wiki/Promet...nd_(Aeschylus)
MOEBIUS
https://en.wikipedia.org/wiki/M%C3%B6bius_strip
https://en.wikipedia.org/wiki/August...nd_M%C3%B6bius
AVALON
https://en.wikipedia.org/wiki/Avalon
DEUS EX MACHINA – episode title is EX DEUS MACHINA
https://en.wikipedia.org/wiki/Deus_ex_machina
BABYLON
https://en.wikipedia.org/wiki/Babylon
THE FOURTH HORSEMAN
https://en.wikipedia.org/wiki/Four_H...the_Apocalypse
ETHON
https://en.wikipedia.org/wiki/Aethon
SCOURGE
https://en.wikipedia.org/wiki/Scourge
ARTHUR
https://en.wikipedia.org/wiki/King_Arthur
CRUSADE
https://en.wikipedia.org/wiki/Crusades
CAMELOT
https://en.wikipedia.org/wiki/Camelot
MORPHEUS
https://en.wikipedia.org/wiki/Morpheus
PEGASUS
https://en.wikipedia.org/wiki/Pegasus
MEMENTO MORI
https://en.wikipedia.org/wiki/Memento_mori
TALION
https://en.wikipedia.org/wiki/Eye_for_an_eye
ATLANTIS
https://en.wikipedia.org/wiki/Atlantis
TRINITY
https://en.wikipedia.org/wiki/Trinity
AURORA
https://en.wikipedia.org/wiki/Aurora_(mythology)
EPIPHANY
https://en.wikipedia.org/wiki/Epiphany_(holiday)
MICHAEL
https://en.wikipedia.org/wiki/Michael
https://en.wikipedia.org/wiki/Michael_(archangel)
INFERNO
https://en.wikipedia.org/wiki/Hell
PHANTOM
https://en.wikipedia.org/wiki/Ghost
https://en.wikipedia.org/wiki/Illusion
ECHO
https://en.wikipedia.org/wiki/Echo
TAO
https://en.wikipedia.org/wiki/Tao
THE ARK
https://en.wikipedia.org/wiki/Noah%27s_Ark
SUNDAY
https://en.wikipedia.org/wiki/Sunday
DOPPELGANGER
https://en.wikipedia.org/wiki/Doppelg%C3%A4nger
TABULA RASA
https://en.wikipedia.org/wiki/Tabula_rasa
THE SEER
https://en.wikipedia.org/wiki/Prophe..._and_revelator
THIS MORTAL COIL
https://en.wiktionary.org/wiki/mortal_coil
BE ALL MY SINS REMEMBERED
http://nfs.sparknotes.com/hamlet/page_140.html
QUARANTINE
https://en.wikipedia.org/wiki/Quarantine
HARMONY
https://en.wikipedia.org/wiki/Harmony
OUTCAST
https://en.wikipedia.org/wiki/Outcast_(person)
DAEDALUS
https://en.wikipedia.org/wiki/Daedalus
GHOST IN THE MACHINE
https://en.wikipedia.org/wiki/Ghost_in_the_machine
INQUISITION
https://en.wikipedia.org/wiki/Inquisition
PRODIGAL
https://en.wikipedia.org/wiki/Parabl...e_Prodigal_Son
VEGAS
https://en.wikipedia.org/wiki/Las_Vegas
MALICE
https://en.wikipedia.org/wiki/Malice_(law)
Stargate : Universe has got mostly concepts as titles, so I have skipped those ones.
Let me know if you find anything else to add to this list.
edit.:
Sunday was added by WraithTech. Thank you.
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