Greek: Zeus and his brother's Poseidon and Hades
Roman: Mars, the Roman's turned Zeus and Hera's son into one worthy of his father. Mars was a soldier and a general. Ares was simply a monster...and often and coward.
Egyptian: Ra, Horus: as a constituent of Odin if they don't have to be at odds. He was a war god in addition to being god of the sky, and his warrior aspect is what helped him win the throne. perhaps he would be interested in someone like Ramirez
Norse: Thor and Loki, the comics helped. Thor from mythology needed allot more work.
Japanese: Raiden (played allot of MK)

I'd be interested in how Jim would deal with any of the preceding