It's currently incredibly hard to do this in Civ5 and only a few have mastered it.
And even if you do it, there can be all sorts of strange graphical issues since the formats and such aren't very well-documented. For instance, in my Alpha Centauri-based mod, the custom unit models only work in the DX9 executable, and are invisible when using the DX10/11 version of Civ5. I still have no idea why that's happening. Frankly, I'm just amazed that there wasn't an official Civ4 -> Civ5 unit model conversion tool; with the library of Civ4 units developed over the past five years, we could have had good mods done for Civ5 long ago.
The problems also aren't confined to unit models. For instance, you can't add MP3 files that your mod can use; the sound definition file, for some reason, is one of the files the VFS can't override. Without custom sounds, a lot of fantasy units can't be considered "done", and researching techs also wouldn't give the sound bite you want.
As to the original post, as long as you're willing to overlook aesthetic issues, there are quite a few options. Some are still under significant development, some are waiting for the DLL/Expansion, and some are just nearly done and need a bit more work. Just go into the Modpacks forum and look for what sounds like what you want, and see whether the mod is finished or not. Any mod worth mentioning has a thread on this site, after all; some of them (like my own) aren't in that particular subforum any more, so you may have to look around a bit.
My own Mythology mod is getting pretty close to the state I want, with just a few Events still to write; it's not really classical High Fantasy, with the elves and dwarves and such, but it does have mythical creatures. I'm still using placeholders for all the unit models, but that's really not as much of a problem as you'd think.