The 1989 anime The Adventures of Peter Pan aka Peter Pan no Bouken aka Peter Pan: The Animated Series is a television adaptation that expands the story of Peter and Wendy tremendously. I haven't watched the whole series myself but with 41 episodes in all, the adventures become more epic with the introduction of new characters and new story arcs.
The mermaids of Neverland appear in the series, though I don't know all the episodes they're a part of. The only one I know for sure is the one linked below, where Tinker Bell goes to mermaid lagoon to warn the mermaids that Wendy and her brothers are going to visit them soon. Tinker Bell tells the mermaids that Wendy wants to steal "their" Peter away from them, so when Wendy and gang finally do show up, they don't exactly get a welcoming reception.