The saints that were once old gods--I know they exist, but no list of them can be found easily (and I can never remember them because I always stumble across them by accident).
Dieties that became symbols in new societies (Libertas/Liberty and Lady Justice/Justitia in the United States).
Gods adopted by esoteric Socieities (Toth) or even motorcycle gangs (Surtr of the Pagans).
Even dieties who taken an elevated role in fiction might count (Thor, Hercules, Morrigan).
This applies mostly to europe, but any diety that's generally from an extinct religion will do. As long as it is incorporated into modern societies and cultures.
I am purposfully not including celestial bodies that are named for or after various dieties. Places on earth, however, remain. But those are far easier to locate, so they do not hold a priority unless its a not-well-known place.
Text Resources: To many to list, mostly encyclopedias of mythology and the classic publications (Bulfinch) on it.
Online Searches: To many Wikipedia scrolls on various subjects to even begin listing it here. Literally, sifting through each pantheon (Greco-Roman, Norse, Celtic) individually until my eyes glazed over.