Allusions to Apollo abound throughout The Winter's Tale. In particular, Apollo plays a key role in Act 3, Scene 2, in which Leontes sends Cleomenes and Dion to bring a written oracle from Apollo to confirm or deny Hermione's guilt. The oracle confirms that "Hermione is chaste, Polixenes blameless, Camillo a true subject, Leontes a jealous tyrant, his innocent babe truly begotten." However, Leontes immediately denies the truth of the oracle, stating that "There is no truth at all i' the oracle." Leontes's willingness to turn a blind eye even to divine proof of Hermione's innocence emphasizes how intractable Leontes's delusion has become. Moreover, the fact that the death of Mamillius and the presumed one of Hermione occur directly after Leontes rejects the oracle insinuates that the universe of the play operates according to a divine order in which those who show disrespect toward the gods are duly punished.
However, the second part of the prophecy — that "the King shall live without an heir if that which is lost be not found"—also creates hope among the audience that the play will offer a remedy for the tragic events at the end of Act 3 if the prophecy is fulfilled. This allusion thus suggests that the classical divine powers will allow Leontes's redemption.
In Act 4, Scene 4, Perdita expresses her anxiety about the class difference between her and Florizell. She worries that they are both dressed inappropriately for their status: Florizell is dressed as a shepherd despite being a prince, while Perdita is dressed as a princess despite (supposedly) being a Shepherd's daughter. In response, Florizell alludes to figures from Greek and Roman mythology who disguise themselves to woo beautiful women:
The gods themselves,
Humbling their deities to love, have taken
The shapes of beasts upon them. Jupiter
Became a bull, and bellowed; the green Neptune
A ram, and bleated; and the fire-robed god,
Golden Apollo, a poor humble swain,
As I seem now.
In classical mythology, the god Jupiter disguised himself as a bull to seduce the princess Europa, while Neptune transformed into a ram after abducting the object of his desire, Theophane, to prevent her suitors from finding her, and Apollo seduced the shepherdess Isse dressed as a shepherd. By making reference to these mythological figures, Florizell contends that the use of disguises is justified for the sake of love. These allusions to physical transformations in pursuit of a romantic interest become even more significant in light of Hermione's own transformation into a statue and back into a human at the end of the play.
In Act 4, Scene 4, Perdita alludes to figures from classical mythology while selecting flowers for the Shepherdesses: "O Proserpina, / For the flowers now that, frighted, thou let’st fall / From Dis’s wagon!" Perdita's allusion to the myth of Proserpina, who was abducted by the god of the underworld, Dis, and returned to the earth after six months, foreshadows her own return from Bohemia to her home in Sicilia.
Perdita also goes on to allude to Phoebus, the Roman name for Apollo, who is the source of the play's central prophecy:
[...] pale primroses,
That die unmarried ere they can behold
Bright Phoebus in his strength—a malady
Most incident to maids
This metaphor compares primroses to young maidens that die before they can marry or see the sun. Combined with the allusion to Proserpina, a goddess who, like the primrose, is deprived of the sun while confined to the underworld, Perdita's allusion to Phoebus also raises the possibility that she will not return. Perdita's allusions to classical mythology generate suspense for the audience—whom Shakespeare would have trusted to pick up on them—regarding whether she will be reunited with her father and homeland or remain lost in the "underworld," or Bohemia.