American Gods by Neil Gaiman (2001) William Morrow 

When the old gods are no longer worshipped, where did they go?  In this book, they came to America.

An ex-con going by the name of Shadow, is released, but just before that, his best friend and his wife died in a car accident.  Then, on the way home, he is hired by a stranger, a Mr. Wednesday, as a bodyguard, a driver and occasional errand boy.  What he doesn’t know is that the man is really who we named the middle of our work week for.  And Odin/Wednesday is trying to organize things with the gods over here.  A wild ride through the alliances and enemies of the Norse gods.