In the appendix to the novel, it's made clear that people carry their gods with them and that when they alight in a new place, those gods are made anew in the image of the old god. There's an Odin in Norway and an Odin (Wednesday) in America at the same time but they're not the same being.
The old man nodded slowly. He said, “My people went from here to America a long time ago. They went there, and then they returned to Iceland. They said it was a good place for men, but a bad place for gods. And without their gods they felt too…alone.” His English was fluent, but the pauses and the beats of the sentence were strange. Shadow looked at him: close-up, the man seemed older than Shadow had imagined possible. His skin was lined with tiny wrinkles and cracks, like the cracks in granite.
The old man said, “I do know you, boy.”
“You and I, we have walked the same path. I also hung on the tree for nine days, a sacrifice of myself to myself. I am the lord of the Aes. I am the god of the gallows.”
“You are Odin,” said Shadow.
The man nodded thoughtfully, as if weighing up the name. “They call me many things, but, yes, I am Odin, Bor’s son,” he said.
“I saw you die,” said Shadow. “I stood vigil for your body. You tried to destroy so much, for power. You would have sacrificed so much for yourself. You did that.”
“I did not do that.”
“Wednesday did. He was you.”
“He was me, yes. But I am not him.” The man scratched the side of his nose. His gull-feather bobbed.
Apparently, Jaquel met another Jesus in Afghanistan
“That’s good,” said Jacquel. “So, yeah, Jesus does pretty good over here. But I met a guy who said he saw him hitchhiking by the side of the road in Afghanistan and nobody was stopping to give him a ride. You know? It all depends on where you are.”