People who were on the Internet and American Gods fandom long before the series came out will probably know or remember this website, but now it is buried under a ton of other websites, so I'll mention it here:
"only the gods are real"
It is a fan website dedicated to the Old Gods of American Gods (the book).
Here is the home page: http://www.frowl.org/gods/index.html
It is extremely interesting in its detail and analysis of the mythology. It only contains three pages, but they are worth a look.
First, a page listing all of the Old Gods in the book with their name, mythologies and legends, including background gods: http://www.frowl.org/gods/gods.html
Second, a page compiling all the theories, ideas and debates concerning the "forgotten god" or "man in charcoal suit": http://www.frowl.org/gods/forgotten.html
And finally a page organizing, detailling and putting on a map the roadtrip and geographical travels of Shadow and Wednesday: http://www.frowl.org/gods/geography.html
Here is the page linking all of the website sources. However, since this website dates from the 2000s Internet, a lot of said sources are now gone: http://www.frowl.org/gods/sources.html