We develop an axiomatic geometric approach and provide an unconventional review of modified gravity theories, MGTs, with modified dispersion relations, MDRs, encoding Lorentz invariance violations, LIVs, classical and quantum random effects, anisotropies etc. There are studied Lorentz-Finsler like theories elaborated as extensions of general relativity, GR, and quantum gravity, QG, models and constructed on (co) tangent Lorentz bundles, i.e. (curved) phase spaces or locally anisotropic spacetimes. An indicator of MDRs is considered as a functional on various type functions depending on phase space coordinates and physical constants. It determines respective generating functions and fundamental physical objects (generalized metrics, connections and nonholonomic frame structures) for relativistic models of Finsler, Lagrange and/or Hamilton spaces. We show that there are canonical almost symplectic differential forms and adapted (non) linear connections which allow us to formulate equivalent almost Kähler-Lagrange / -Hamilton geometries. This way, it is possible to unify geometrically various classes of (non) commutative MGTs with locally anisotropic gravitational, scalar, non-Abelian gauge field, and Higgs interactions. We elaborate on theories with Lagrangian densities containing massive graviton terms and bi-connection and bi-metric modifications which can be modelled as Finsler-Lagrange-Hamilton geometries. An example of short-range locally anisotropic gravity on (co) tangent Lorentz bundles is analysed. We conclude that a large class of such MGTs admits a self-consistent causal axiomatic formulation which is similar to GR but involving generalized (non) linear connections, Finsler metrics and adapted frames on phase spaces. Such extensions of the standard model of particle physics and gravity offer a comprehensive guide to classical formulation of MGTs with MDRs, their quantization, applications in modern astrophysics and cosmology, and search for observable phenomena and experimental verifications. An appendix contains historical remarks on elaborating Finsler MGTs and a summary of author's results in twenty directions of research on (non) commutative/ supersymmetric Finsler geometry and gravity; nonholonomic geometric flows, locally anisotropic superstrings and cosmology, etc.