(This post, copied from the Religion and Philosophy blog, starts with religion and philosophy but ends with fantasies by CS Lewis, Neil Gaiman and Poul Anderson.)
It is a premise of Paganism that all gods exist. A newly encountered tribe or nation worships either different gods or our gods under different names - Zeus and Thor are Jupiter - so that, either way, the gods exist. There is no difference in meaning between asking which gods are worshiped in Northern Europe and asking which gods are active there. Human interaction with divinity and divine interaction with humanity are a single process. Divine activity is (regarded as) experienced so the abstract question of divine existence does not arise.
Polytheist pantheons can be incorporated not only into each other but also into monotheist and even "atheist" world views. In Paradise Lost, John Milton identified Pagan gods as demons, thus as fallen angels, thus as rebellious creatures of the One God. CS Lewis, a Miltonic Christian, incorporated Spiritualism into Christianity by acknowledging that dead souls might revisit Earth to haunt buildings or contact mediums although they really should go somewhere else. Hindus can incorporate Christianity by recognising Christ as one of many divine incarnations.
In Hinduism, the many gods can be seen as aspects of one God. However, Hindu philosophical systems include Samkhya which is "atheist" as accepting that one material substance and many reincarnating souls are beginningless and uncreated. This kind of atheism denies the one God of monotheism but not the many gods of polytheism. The latter are among the many reincarnating beings.
Patanjali based his Yoga Sutras on Samkhya philosophy but wanted to include the widespread popular devotion to a personal deity in his list of yogic practices so he described Isvara, the personal God, as a special kind of soul, permanently free from reincarnation, not a Creator but nevertheless a God incorporated into an essentially atheist philosophical system - really clever.
Some works of modern fantasy accept as a premise of fiction, not of belief, that all gods exist and that all mythological realms coexist somewhere somehow. In CS Lewis' Ransom Trilogy and Narnia Chronicles, Pagan gods are necessarily subordinate but nevertheless enjoy a surprising degree of autonomy. Narnia is jointly liberated by a Greek god and by the Christian god in animal form. That alliance is unique in imaginative fiction.
In Neil Gaiman's The Sandman graphic novels, gods exist because they are imagined, then worshiped. They fade away as their worship declines. In Poul and Karen's The King Of Ys Tetralogy, Mithras, the Olympians and the Three of Ys withdraw before the advent of the new god whose messengers, like their successor Milton, regard those earlier deities not as non-existent but as demonic.
In Poul Anderson's A Midsummer Tempest, a traveller between alternative timelines finds one where the Aztec gods exist. In Anderson's Operation Luna (New York, 2000), the universe containing the World Tree of Norse mythology:
" '...was once closely entwined with ours, and surely with others. Or, rather, the crossing was easy from Northern lands. The belief factors...Christianity changed things. In a way, Beings like you, Fjalar, were left stranded here, like their counterparts in other universes.' " (p. 319) (Fjalar is a dwarf.)
So belief is a factor there too.
"...the old Norse...gods...'d withdrawn before the One God..." (p. 319)
Again, withdrawal, not non-existence.
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