Rias Nuninga, of the Philip José Farmer International Bibliography, has kindly posted a snippet of a review of Myths for the Modern Age: Philip José Farmer's Wold Newton Universe from the British SF magazine SFX.
Since this is not on the SFX website, I'll just quote the snippet here:
"Nick Setchfield wrote in his review in the British SF and fantasy magazine SFX: 'There's fun to be had with this bloodline of the gods, and the book immerses itself in sanity-melting levels of minutiae. We learn how HP Lovecraft's Cthulhu have infiltrated the sunlit world, how Mowgli is kin to Tarzan, how a zillion different Zorros can be shoe-horned into one definitive history. It's a dry intense read but if the thought of Sherlock Holmes being great uncle to MacGyver makes you smirk, then this one's for you.' (SFX #139, January 2006)"
Rias himself has nice things to say about MYTHS (scroll down to the bottom of the first page of his site and then click on News & What's new), and you should really check out his site for all the cover scans and info on PJF books around the world.