These Greek stories probably come from the fact that among the people who lived north of the Black Sea – the Scythians and Sogdians – women had a lot more power than they did in Greece. In real life, men still had more power than women, even among the Scythians, but Greek travellers like Herodotus thought it was weird for women to be so free, and that was what they remembered about these people. Some Scythian women really did wear pants and ride horses and shoot bows and arrows in Greek vases, paintings of Amazons often come with written name-tags, where the letters are Greek but spell out Scythian names. Chinese, Persian, Indian, and Egyptian stories also told about the fighting, free women of Central Asia.
D’aulaire’s Book of Greek Myths, by Edgar and Ingri D’Aulaire.
Pandora’s Box: A Three-Dimensional Celebration of the Mythology of Ancient Greece, by Sara Maitland and Christos Kondeatis (1995). Not really about Pandora specifically, but a complex of stories, games, and puzzles about Greek mythology. People love it!