Loki

Loki A regular at Valhalla, home of the Norse gods, Loki was not a god but a particularly mischevious Trickster (see above). Blood-brother to Odin, King of the Gods, Loki usually escaped serious retribution from his wildly cunning exploits. Often, however, the gods required he right his vicious pranks, including his theft of Idunn's Golden Apples of Immortality. Like his West African counterpart Anansi (see above), Loki possessed the ability to assume the form of various animals. – Pad of Definitions (2.15 Tall Tales), Official Website

In 2.15 Tall Tales, Bobby says that there is a Trickster or demi-god in Scandanavia named Loki.

In 5.19 Hammer Of The Gods, it is revealed that Gabriel, who has been hiding on Earth as a Trickster for millenia, is known to a group of pagan gods as Loki.