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.

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Posted by Byzantine

Some of your origins provide much more detailed and interesting backgrounds than those provided by the creators of these characters.  
However, your idea for the Green Goblin seems a bit out of place outside the Reconstruction era. The main reason there was no Ku Klux Klan c. 1900 was that most of its goals had already been achieved through other means. After some initial succesful elections of African-American and white rights activists in the 1860s and early 1870s, they were all marginalized following the end of their era.