The Fianna (at least as we play them) are steeped in the lore of Ireland, particularly the Fae. Here are some links for information and inspiration.
An annotated copy of Robert Kirk's Secret Commonwealth.
Follow this link to Changeling: The Celtic Fae, a Changeling-based game with a more Celtic feel. Please visit, use and critique.
The Faerie Encyclopedia has some useful links.
The introduction to the abortive GURPS Faerie supplement.
The Right To Dream: a page for Changeling: the Dreaming.