The ancient Greeks had a tendency of associating the gods of foreign pantheons with their own. This was something I noticed when I read Herodotus back in college, and came across a reference to Ahura Mazda as “the Persian Zeus.” It was also common for the Greeks to refer to the Egyptian deities by the names of their own roughly equivalent gods, which is why it’s not uncommon to see Thoth referred to as “Hermes” and Set as “Typhon.” Obviously the parallels aren’t exact. Set, for instance, was a more ambivalent figure than the purely monstrous Typhon.
With some gods, it’s easy to see the associations, as most pantheons had, say, sea gods, storm gods, and a head god. Even there, though, their functions aren’t always exactly the same. It’s Zeus, a storm god, who’s in charge of the Greek pantheon, while the sun god holds a subordinate position. In Egyptian mythology, however, it’s the solar deity who’s in charge of the whole gang. The Greeks even came to associate Yahweh with Zeus when they conquered Judea, which the more traditional Jews didn’t appreciate. I found out today that there’s actually a Latin term for this practice, interpretatio graeca. The practice also makes me wonder if the Trojans really worshipped the same gods as the Greeks, as the Iliad suggests. Maybe they did, but it’s also possible that the Greeks just associated the Trojan deities with similar ones in their own pantheon. It’s hard to say. Troy was a Phrygian city, and we know that at least one Phrygian deity, the mother goddess Cybele, was eventually adopted by the both the Greeks and the Romans.
This issue becomes even more complicated when we take into account that the Romans appropriated many Greek gods wholesale. Well, it’s actually a little more complicated than that. Some of the Greek gods reached Rome by way of the Etruscans, while others came directly from the Greeks. Some of the existing Roman gods were similar to Greek ones, so many of them were combined. There were differences between the commonly associated Greek and Roman gods, but for the most part the Romans incorporated any existing mythology about the Greek deities, although they often added in some of their own. Some gods from other nations also became popular in the Roman Empire, including the Egyptian Isis (whom Herodotus had associated with Demeter) and the Persian Mithra (technically not a god within Zoroastrianism, although the Romans made him into one). From what I remember learning, the Romans accepted any and all gods into their religion, because they felt it could only strengthen their culture. I guess they didn’t think what would happen if those gods didn’t get along.
Since the Romans likely didn’t learn about Norse mythology until somewhat later in the game, we don’t have as much evidence that the Norse gods were also associated with the Greco-Roman pantheon, but there is some. Most notably, writers such as Tacitus referred to Odin as Mercury, which is reflected in how the Latin “dies Mercuriī” became the English “Wednesday.” The generally accepted explanation for how Odin came to be identified with Mercury is that they’re both psychopomps, but it’s rather strained however you look at it.