There are still shamans--also called sorcerers, or medicine men or women--in parts of Africa, Siberia, Latin America and Southeast Asia; reputedly they have the ability to be in several places at once, they can fly, in dreams or ecstasy, from this world to the otherworld and converse with the spirits, and they can cure disease. Pythagoras was reputed to have a golden thigh, a typical shamanistic legend. The best modern treatment of Pythagorean beliefs is the book by Walter Burkert, Lore and Science in Ancient Pythagoreanism. On shamans in general, you may consult the book by Mircea Eliade, Shamanism (Princeton U. Press). There's a popular set of books purportedly about a Mexican shaman that you may find interesting: Carlos Castaneda's books about Don Juan.