Check out "Life on the Mathematical Frontier: Legendary Figures and Their Adventures" byr Roger Cooke in the April 2010 issue of the Notices (Volume 57, Number 4, pages 464--475), available online at http://www.ams.org/notices/201004/rtx100400464p.pdf .
I hope someone will follow up on Cooke's "Modest Proposal" (see page 473): ``I would like to invite some ambitious mathematician with time on his/her hands to write a monograph on the role played by legends in the mathematical community. Or perhaps someone would be willing to set up the mathematical equivalent of the snopes.com website, where mathematical “urban legends” can be checked out.''