If books like Judges Guild's Unknown Gods, AD&D's Deities & Demigods, and soon Petty Gods occupy a sort of cosmic FICTION/NON-FICTION spectrum*, then on the opposite end of this spectrum would be Turner and Coulter's Dictionary of Ancient Deities. I have the soft-cover version. If I can find it in PDF or eBook form I will post information on Gorgonmilk.
*It's circular. SEE Charles Fort.