I am trying to locate a short story that I am pretty sure is a Bradbury work. The premise is that all fictional and mythical monsters, witches and beasts (good and evil I think) have retreated to Mars in the face of the Age of Reason and now are preparing to fight off an "invasion" by an approaching ship filled with Men of Science.

What is the name of this story and in what collection(s) does it appear?

Those are "The Exiles" from "Illustrated Man" that is one of the weirdest stories ive ever read, my friend. but i read it again and i understood it fine.