Marvel: Penny Dreadful
Also on Deviantart is Genesischant, who created what he calls "The Turn-of-the-Century Occult Marvel Universe", which is too long, so another user called it "Marvel: Penny Dreadful." This takes in the early 1900s, and most of the characters, instead of being mutated in scientific accidents or being born mutants, gain their powers from magical beings, rituals, and artifacts.