The Night Life of the Gods, a 1931 novel by Thorne Smith, was made into a 1935 movie Night Life of the Gods. It has your leprechaun and your classical gods and goddesses cavorting in Prohibition-era New York. Thorne Smith (1892–1934) was a well-known writer of humorous fantasy, the author of Topper, Turnabout, and others. From a Goodreads review:
Thorne Smith's rapid-fire dialogue, brilliant sense of the absurd, and literary aplomb put him in the same category as the beloved P. G. Wodehouse. The Night Life of the Gods the madcap story of a scientist who instigates a nocturnal spree with the Greek gods is arguably his most sparkling comedic achievement.
Hunter Hawk has a knack for annoying his ultra respectable relatives. He likes to experiment and he particularly likes to experiment with explosives. His garage-cum-laboratory is a veritable minefield, replete with evil-smelling clouds of vapor through which various bits of wreckage and mysteriously bubbling test tubes are occasionally visible.
With the help of Megaera, a fetching nine-hundred-year-old lady leprechaun he meets one night in the woods, he masters the art (if not the timing) of transforming statues into people. And when he practices his new witchery in the stately halls of the Metropolitan Museum of Art setting Bacchus, Mercury, Neptune, Diana, Hebe, Apollo, and Perseus loose on the unsuspecting citizenry of Prohibition-era New York the stage is set for Thorne Smith at his most devilish and delightful.