Because of Fennekin being a fire-themed fox, it makes me hope that the final evolution will be based on myths about the fox of fire. In Finland, there is a myth that the aurorae (northern lights) are caused by a magical fox of fire that spreads flames across the skies from it's tail (the Finnish name of the northern lights references this - the name literally translates to fox's fires). It is also said that hunting down a fox of fire will bring one endless fame and fortune, and conversely also that catching the fox is impossible. Here's an example of the fox of fire in art.
I know it's a lot to expect from Game Freak to know every obscure Northern European myth, but hey, a man can dream :P