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The Olympians were Greek gods, but they were adopted (with name changes) by the Romans. In its latter form, this religion became formalized and politicized and ended up becoming the Roman Catholic church -- i.e., they threw out the gods, but kept the structure. The pope is really the Pontifex Maximus.
The Greek original was a lot more 'pagan' as we consider it, with its really gruesome Titans et al. Zeus himself was rather like Odin, except for his proclivity for raping human women (how he managed that once as a swan is a holy mystery -- I can see Leda's father's response to her pregnancy -- "A swan, you say!" On the other hand, was Joseph's response to Mary -- "A bloody dove? You've got to be kidding.").