We've all heard the stories. The unbelievably chaste Sir Prancealot having the strength of ten men. The undefeatable members of the Kung Few, equal to any five hundred lesser mortals. The frankly amazing feats of the 299.5, who held off an army of 20,000 until they were betrayed by some bloke with a herd of goats. The legendary Hercufleas, who single handedly defeated the god of all cats in mortal combat...
Clearly people like these are exceptional, capable of feats that make normal human beings look paltry and sad, and any one of them would make a king or kingdom that could lay claim to their loyalty a global superpower able to crush their neighbours and potentially bend even the gods to their whim. Even a single relatively puny 'legendary warrior' could completely turn the course of a major battle, assassinate a rival king or destroy a town single handed.
Given a world of roughly 300-200 BC in which mythological gods (limited power but still big enough to seriously mess with someone's day), beasts, demigods and monsters abound, how can we go about creating a situation that such a power doesn't lead to one state overpowering the others with the might of their 'legendary hero'?
Please note: The same question can be expanded out to any timescale and/or world and is fundamentally 'How can I, as a world builder, establish a balance between many powerful states and many weaker states', but for the purposes of this question please focus on how generally applicable world-building concepts can be used to resolve the 'legendary hero' problem (to avoid this question being far too broad in scope).