This section examines Heine’s mythography within the German myth debate of the eighteenth and nineteenth centuries, anticipating twentieth-century cultural anthropology. It reconstructs the project of “Diana in exile” and analyzes the symbolic role of the goddess in Heine’s historical vision of pagan survivals and pantheism. The chapter chronologically reconstructs Heine’s project on the myth of Diana in exile, from his sources on the search for traces of paganism to the treatments of the theme in the essays Germany and Elementargeister.