The Twilight Zone episodes “Long Live Walter Jameson” and, briefly, “Escape Clause”.
Good Omens, for values of “wandering the earth” that include “setting in motion the Apocalypse.”
I don’t think you’ll be disappointed. It’s a fantastic read! And touches on what it’s like to be Immortal in the ‘real world’ (or in this case late 1800s NYC) and how to keep yourself safe from mobs with pitchforks, so to speak, while not chafing under ‘human’ restrictions.
Douglas Adams’ The Long Dark Tea-time of the Soul, the sequel to Dirk Gently’s Holistic Detective Agency, involves Norse gods going incognito in present-day London.
Beat me to my suggestion by minutes!
This is a great book, both funny and tragic at the same time.
“The Boat of a Million Years,” by Poul Anderson
Gunnerkrigg Court (webcomic)
The Computer Connection, by Alfred Bester
Last Defender of Camelot by Roger Zelazny (short story)
There was a short story where the women who took Arthur to Avalon were sitting around a London flat playing bridge waiting for the time for him to come back and save England. “The Lady in the Basin” made me chuckle. I don’t remember the author or the name of the story.
The Minotaur Takes a Cigarette Break
Really liked this book.
Such as Creatures of Light and Darkness and Lord of Light, though not necessarily wandering this earth.
If you’re willing to include comic books/graphic novels, then the Fables series.
The Horseclans books, by Robert Adams, and The Weapon Shops books by AE van Vogt.
ETA: oops, the latter wasn’t on the earth.
Not a book but the movie The Man from Earth (however written by notable SF author Jerome Bixby).
The Company series by Kage Baker.
“And then the fit hit the Shann.”
I’ll second this.
Has James Gunn’s The Immortals been mentioned?
Alfred Bester’s The Computer Connection.
The Mummy or Ramses the Damned by Anne Rice. Takes place in the same universe as her vampire and witch books, but is self-contained. There’s nothing to make you think that any of the characters of this book are even aware of the stuff in the others.
Basically, Ramses II is deathless, and archaeologists find him in a tomb in the early 20th century. Adventures occur. I enjoyed it.
From 1844: The Wandering Jew by Eugène Sue