H2IWclassic: Gog and Magog are associated with Abrahamic religions, if I'm not mistaken.
I wouldn't put it quite like that. They were actual kings mentioned in the Bible who lived around the time of the Israelites' exile in Babylon. The prophet Ezekiel is the first to mention these kingdoms (an unrelated[?] "Magog" is one of Japheth's sons mentioned in Genesis).
Later, those names are used symbolically in the book of Revelation to represent all human government and institutions that oppose God. Even then, Revelation only uses the names once - Revelation 20:8.
It's probably because of the latter reference (in Revelation) that those names took on an air of mystery and then were used in fantasy literature/games/etc.