As the brightest star in the Northern Hemisphere, it does have a very rich mythological history. I know of no better quick reference than Robert Burnham's Celestial Handbook published in 1978 by Dover Books. In Volume One, page 387 he gives a 50 page synopsis of this star, some of the mythology surrounding it, and lots of facts about it. He discusses briefly the claim by the Dogon Tribe in Mali that they knew about its invisible companion before astronomers did, and the discussion of how Sirius may have been a 'red' star thousands of years ago. Both of these intriguing ideas have far more prosaic explanations, unfortunately.