I ready this in an anthology in about 1972. The title may have been a reference to Twilight of the Gods or Ragnarok. If I remember correctly, an alien lands on earth fleeing from imprisonment. The alien is suggested to be the inspiration for the myth of Thor and the pursuing alien the inspiration for the myth of Loki. Their alien names may have been different. I believe this was serious sci-fi (not teen or children's) from an anthology like those edited by Damon Knight.
From BooksForABuck.com review - "For hundreds of years, Grayle and Falconer have battled across Earth. Their conflict has created myth (Falconer is also knows as Loki, Grayle as Thor) but has been largely personal until now."
Currently available in an omnibus edition of Laumer works as The Long Twilight: and Other Stories. I see publication of this omnibus back in 1976 (and maybe earlier) so perhaps that's the 'anthology' you remember. I've found no reference of it being published in some other anthology.