I would recommend you look into Fables for a bit of inspiration, there are tons of volumes, and a few add-on books that give you a good feel of a dark, grim, mature twist on all those classic tales (ironically, all one-time dark, grim, and mature tales, before Disney got a hold of them). I recommend 1001 Nights of Snowfall, it's an excellent short read that really helps set the kind of mood you might be looking for - pocket fairy tale dimensions, a safe haven (named Haven) on the "prime material" plane, and an evil overlord entity conquering lands left and right, its fantastic.
I know you didn't ask for advice on a system, and I'm sure you're using Pathfinder/3.5, but I feel it bears saying: I think the best system to run that kind of game in would be New World of Darkness; everything you'd need in one simple ruleset, with variant rules for each specific creature. I'd look into it at least.