Mike - there are organized bus tours that take you various places, but they may or may not: suit you. You've left out key info that would enable us to help you better, for example:
• How much time do you have, not counting take-off day but actually IN greece, EXACTLY (i.e.: flight arrival date AND time of day, plus departure day ditto. Why Time of day?? because this affects your options greatly; if you arrive at 9:30 am, you have many action options for day #1, at 4-5pm no. Ditto for departure; if you must be at airport at 5 AM it affects even the evening before). NOTE: if you arrive in Athens, there are MANY options for covering Athens, either on your own or going with a small walking tour with licensed guide: almost all sites are easily walkable if you stay in the Acropolis area. TIP: don't be lured by a bargain hotel rate to stay in a scruffy and/or inconvenient location that requires Metro ride or taxi to reach major landmarks: it's HOT in July.
• Do you have a budget?? is there just one of you? Have u done any prep about ancient sites, or would you rather rely solely on an experienced licensed guide (average cost =€60 per hour, 2-hr minimum)? And to your question, there ARE guides who live in Delphi and Olympia area but unlike other sites, you cannot count on finding a guide hanging around the gate, looking to make up an impromptu group of 6 -8 tourists @ €10 per head. To be sure of a guide you'd have to contact ahead. Some of us have contact links if you are interested in that option, but won't bother unless we learn your info.
• Have you looked at a guidebook yet, or a map? Im guessing not, or you'd know that modern Thermopylae isn't much of a stop -- many people mainly know about it from "hero movies" ... the terrain has changed so drastically that you can't envision the "pass" topology of the ancient battle .. and it's mainly noticeable for a monument by the roadside. Also, from Athens, Delphi is a 3+ hour drive (or 3.5 hour tour-bus trip AFTER many athens hotel stops) -- a D-I-Y intercityKTEL express bus trip is 3 hours; I highly recommend making it an overnight, which allows more relaxed visit, very enjoyable (and yes, i did experience the 1-day tour). However, Olympia is about 5- 5.5 hours drive/KTEL bus trip from Athens ... so you'd have to go on one day, maybe see museum before closing, then see ruins site in AM. If you want to combine Delphi & Olympia, it involves some backtracking (from mountains back to Corinth canal area), and car rental.
• Are you interested in car rental? If there are several people this is actually cheaper than public transit & of course more flexible. I have done both -- public transit & tours while solo, & car rental w a small group. Advantages/drawbacks to both.
• How important is it to you, to see most in least time? if you are up for a lot of bus-riding on a well-run tour with its own licensed guide, here is one 4-day Classical tour - http://astoria.gr/tours-monday-5day.html - that covers Corinth Canal - Epidaurus - pm & Am in Nafplio (beautiful &historic Greek town on peninsula) - Mycenae - Olympia - Delphi. For the 4-day version you leave tour after Delphi site & board another tour bus back to Athens ... 5th day goes on to Meteora. This tour actually is organized by one of the 3 major tour companies - CHAT or KEY - but sometimes agents give discounts from the official price - it pays to check both.