Surely you must be mistaken. Never any such movie.
The gods - all sorts of gods, like the norse and south american ones - are either aliens or from other dimensions in Everworld by K. A. Applegate.
Thorne Smith’s (he’s the guy who wrote Topper) Night Life Of The Gods (Greek gods, P. G. Wodehouse-style) is a lot of fun.
It’s not exactly aliens come to earth, but there is definitely a period of adjustment as the gods “arrive,” a few risque scenes, lots of banter.
Don’t forget the “Area 51: . . .” series of books by Robert Doherty.
J.
Actually I got the feeling that the aliens were the actual gods and that what we call myth was more like history.