Dragon Ball. By the end of Z, not only have our heroes met three tiers of gods, the manager of hell, and sundry other beings, the main characters are also more powerful than they are.
They are also in charge of selecting the Guardian of Earth- basically our local God. So, not only are they pals with Jesus, but they're his bosses, mostly because Asskicking Equals Authority.
Suzumiya Haruhi. Kyon and Haruhi. Hell, make that everyone and Haruhi.
First Easter Mirage Corps and other associates of Amaterasu dis Grand Grees Eydas IV, Emperor of Amaterasu Kingdom Demesnes from Mamoru Nagano Five Star Stories, and Amaterasu mel Gibih Lachesis Fanatic B Guiress, his fatima and wife. While not really a local Almighty, Amaterasu is damn close, and there is strong indication that he's the grandfather of one.
Brandon captured not one, but three Legendary Pokemon.
Of course, most legendary Pokémon fall pretty short of "god" status, so in most cases it'd be more like "Pals with Bigfoot."
Then came Arceus, at which point you capture God. Yeah. Unfortunately, you can't order Arceus to remake the universe in your image, or to do everything that would be cool about having God as your pet.
Saint Seiya has Saori/Athena as a rich heiress who also is the Team Mom to the Bronze Saints who protect her directly. Also, one of the Golden Saints at her service is Shaka, the reincarnation of Buddha.
In Ah! My Goddess Keiichi Morisato makes a wish for a goddess to stay with him forever, and gets that wish granted by way of Belldandy, Norse goddess of the present who's daughter of a deity who is pretty much God. Her sister Urd is the daughter of Hild, the current ruler of the other side.
In the OVA continuity Tenchi Muyo!, two of Tenchi's housemates are revealed to be part of the three Choushin goddesses who created the multiverse they live in. Sasami merged with the goddess Tsunami when she was injured as a young child, while Washu simply sealed her memory and powers away in the three power gems that she gave to her daughter Ryoko. As of the end of the 3rd OVA series, their sister Tokimi seems to be joining in on the fun as well.
Word Of God has seemingly stated that Tokimi will eventually join in on Tenchi's Harem. Tenchi's batting three for three now.
Under the "surprisingly personable Eldritch Abomination", we have Mahiro, who has attracted the affection of a certain Lovecraftian horror, namely Nyarlathotep, the Crawling Chaos. Fortunately for Mahiro's sanity, Nyarlathotep has taken on the form of a human girl.
Comic Books
Buffy The Vampire Slayer: Season 8 takes this one step beyond. After Season 7 but before Season 8, Xander went on a bit of a vacation. During that time, Dracula found him and re-brainwashed him. During that time, they were best friends, doing all kinds of things (Xander taught Dracula how to ride a motorcycle, for example). The Slayer Organization ends up rescuing Xander, but they need Dracula's help in Season 8. It turns out that Dracula hadn't shaved, fed or dyed his hair (causing it to go grey) since Xander left. When he learns they are coming, he shaves and dyes his hair once again to look good for Xander. He pretends that everything has been fine since Xander left, but it's clear he's lying. When he mistakenly thinks Xander is asking him out on a date, he haughtily refuses in a way that can only be described as Tsundere. Basically, in the Buffyverse, Dracula has a crush on Xander. Dracula is gay (or bi, but that worddoesn't seem to exist in the Buffyverse). Oh, and Xander has a subconscious verbal tic because of the months of brainwashing. Whether he wants to or not, he refers to Dracula as "Master".
Uatu The Watcher in Marvel Comics. Sure he isn't quite a "god," per se, nor does he ever visit our heroes at home, but we sure do see an awful lot of him, don't we?
Deadpool once visits an alternate future where he is still around and best friends with Death.
The Marvel Universe and DC Comics both have more than enough gods running around as superheroes. DC even has several angels running around as superheroes.
Many characters in The Sandman, but mainly Hob Gadling, who is friends with the anthropomorphic personification of dreams. One (minor) goddess thinks of friendships like these as 'like falling in love with a kitten: one day you'll have to put an old cat to sleep'
Apparently this (literally) is the premise of a Finnish Swedish-language comic called Ernst och Jesus.
This is the point of the Chick Tracts. If you are a good Christian, you will be in a "relationship with God" and Jesus will be your friend. Which means that you will get instant results from your prayer, including giving people heart attacks. Or something.
Played with in The Chronicles Of Wormwood. The Anti Christ (a really nice guy who rejects his heritage) pals around with Jesus, who has brain damage from a police beating.
Doctor Strange is on a first-name basis with a lot of powerful entities, from the Vishanti to Eternity and even the Living Tribunal. They seldom go to him, though he has paid a house call on Agamotto once or twice.
Film
In Dogma, Rufus knew Jesus Christ. See the quote above.
Rufus also claimed to be the 13th Apostle, who was left out of the records. 'Coz he was BLACK.
Not to mention Jay and Silent Bob, who get involved with powerful cosmic entities without being related to Jesus. Or, for that matter, having half a clue what's going on! (Silent Bob probably knows what's going on, but...)
In Clerks II, Jay is a born-again Christian, so at least he remembers his previous movies.
In The Return of Hanuman, Maruti the incarnation of Hanuman befriends Minku, Munni, and Daddu, until he's not allowed to play with them because he is considered to be dangerous. However, they get to be friends again after Maruti saves the village from Armageddon.
From the point of view of his Companions, the Doctor could be seen like this.
It's also slightly implied that the Doctor himself may have been this, if only by an offhand comment of him attending the 'first Easter'. "Just between you and me, what really happened was..."
In The Fires of Pompeii, both the Doctor and Donna are this for a Roman family they help out. At the end of the episode, we see that the family honors the two as their household gods.
The title character of the short-lived series The Book Of Daniel.
Joan is either this or Cosmic Play Thing depending on how you interpret her relationship with God.
While "pals" isn't the best word for most of the relationships, being on speaking terms with the gods was pretty much standard on Hercules and Xena.
Andromeda: Trance Gemini is eventually revealed to be the avatar of the sun of Tarn-Vedra and exists across multiple realities.
An in-universe example: A Saturday Night Livesketch focuses on Jesus and his best pals Paul and, um, Barry.
The Filipino TV series (teleserye) May Bukas Pa has a boy named Santino being best friends with Jesus, whom he 'nicknames' "Bro".
In Supernatural, the Winchester brothers have befriended a couple of angels, and are at least on speaking terms with Death.
While Sufficiently Advanced Aliens rather than supernaturally divine, the Asgard in Stargate SG-1 were the inspiration for the Norse Gods, one of Earth's closest allies and the nearest thing to a Big Good that exists in the entire universe. Thor in particular has become The Champion for Earth and Humanity, to the point that when the race's clone degeneration became so severe they decided to commit ritual suicide, Thor successfully lobbied to bequeath humanity their entire knowledge.
Literature
Neil Gaiman's American Gods has the creatures/gods/goddesses of mythology basically chilling around with normal people. (Hell, this applies to just about anything written by Neil Gaiman.)
Jesus doesn't personally appear, but he gets a mention once; Mr. Nancy saw him having rather a rough time of things hitchhiking in Afghanistan. Not many people are pals with him there...
In one edition, an individual strongly implied to be Jesus (and an odd resemblence to Steven Spielberg) has a brief conversation with Shadow.
Narnia: Aslan is Jesus in a world where paws and a mane happened to be more appropriate than hands. It's no secret. It helps that Lion!Jesus is more of a hands-on divinity than Human!Jesus. Like, coming in person to help slay the evil overlord, stopping by to break curses, makes public appearances like coronations, does birthday parties and bar mitzvahs, etc.
To be fair to the original, Narnia's version(s) of Satan are more about overt conquest than subtle temptation and require more direct intervention.
Lord of the Rings: Gandalf is actually one of team of five minor angels sent to Middle-earth on a mission from the Valar, who can be likened to archangels or gods under a creator god.
Also in The Silmarillion: Elves and Valar both live in Valinor. One Elf marries a Maia (minor angel).
You are selling Melian short if you think she is a minor angel, she is borderline Vala, based on what we see, she is around the level of Sauron or Gothmog possibly even stronger. The fact that she isn't an archangel/Physical God or whatever the Vala are supposed to be doesn't make her minor.
Garion in The Belgariad grows up as a Farm Boy type character raised by his "Aunt" and "Grandfather" who are actually long-lived movers and shakers of the universe.
The Voice in his head would be a better example. It is the Personification of Destiny. And it is the ultimate Deadpan Snarker!
Even more so in The Dreamers, where the four gods of the country tend to pal around and be on first name terms with some of their subjects.
And to round out the Eddings citations: in the Elenium/Tamuli series, Sephrenia's younger sister is an incarnation of her patron goddess Aphrael. And Sparhawk's daughter is another incarnation of the same goddess Aphrael. Now imagine a scenario in which the two incarnations meet. The world doesn't end, but those in the know feel as though it should have.
Dragaera is a major example of this - Vlad is on a first name basis with Verra the Demon Goddess, as well as Sethra Lavode, who is practically a Physical God. He's also good friends with Aliera and Morrolan, who are some of the most powerful Dragaerans in the Empire.
Death of the Discworld series doesn't really have many human buddies aside from his manservant Albert and (adoptive) grand-daughter Susan, but has friendly relationships with everyone he meets outside of The Duty, such as the witches and wizards. His interactions with Granny Weatherwax are quite cordial (for her).
Also, in The Last Hero, the gods allow the Silver Horde to infiltrate Dunmanifestin and greet them as equals (the "new gods we've been hearing about"). Initially it was only a joke, but Cohen's trick with the dice seems to have earned the respect of at least a few deities.
Nanny Ogg was Time's midwife. Literally.
Death and the Lady have both developed an interest in Rincewind, although he doesn't actually meet them much. And nor would he want to know them any better than he already does.
And Brutha spends most of Small Gods chatting with the Great God Om. Who's a tortoise.
Death is also fairly friendly towards the people he meets in his official capacity (unless they don't like cats), because his job is to make sure they get going on to the afterlife all right, but it's not a job that allows for much socialization.
In the Incarnations of Immortality series, Luna is a relatively ordinary human with a talent for painting. She winds up directly related to Death, Fate, Nature, and God(dess) and indirectly connected to Time, War, and Satan (via female relatives' affairs with the latter three), and it's strongly hinted that Night is an indirect ancestor of hers. See One Degree of Separation for a (hopefully) clearer narrative of all the connections in this series.
Anomander Rake, one of the most Badass Ascendants in the world, calls the human Whiskeyjack his "friend," something he has almost never done before with any mortal or god.
Tehol Beddict lives with his manservant, Bugg. Bugg is really Mael, the Elder God of the sea. Tehol doesn't know this at first, but when he finds out, both are happy to continue the relationship they have.
There are several more instances of some mortal character being revealed as a god in disguise, including Cotillion, Nightchill and the Errant.
In Alfred Bester's lesser-known novel The Computer Connection, the main characters are literally pals with Jesus—he's one of their group, and they call him JC "so it won't sound like we're swearing."
And then Tas proceeds to mention that fact every chance he gets.
Tasslehoff: "...Paladine—I'm great personal friends with Paladine, mind you—..."
Suzie Shooter from the Nightside novels started out as a perfectly ordinary human (albeit one with twenty levels in BadassAction Girl), but, mainly through her association with John Taylor, has gotten to meet plenty of the universe's movers and shakers. And usually, being Suzie, to stick a shotgun in their faces if they won't treat her with respect.
In the novel Runemarks, the main character encounters, and in some cases befriends, the entire Norse pantheon.
And she's trained in magic by Odin One-Eye himself.
In the Codex Alera series, each of the heads of the House of Gaius in turn has a relationship (of varying nature) with Alera, the fury that represents their entire country. It's like if every United States President got advice from a manifestation of Uncle Sam.
In Robert A Heinlein's Job A Comedy Of Justice the protagonist finds out that the person who was the nicest to him on his journeys was actually Satan. He's the closest thing he has to a friend and ally.
Harry Dresden has a personal relationship (not necessarily cordial) with a surprising number of powerful supernatural and mythological beings. In later books, it's even implied that God Himself has taken a personal interest in Harry. Both friends and enemies have found such contacts to be cause for concern.
In book three of the Iron Druid Chronicles, Atticus has whiskey and 'fish and chips' with Jesus. The meal is then interrupted by a cabal of angry Jewish cabalists. When Jesus saves him immediately after, Atticus cracks up laughing that he can now claim he was 'Saved by Jesus' to any Christians who ask.
Played straight with virtually all the Christian characters in The Mark of the Lion, as per the usual standard of many Christians today. Especially notable are Hadassah, one of the protagonists who gets a fair amount of angst mileage out of this relationship, and minor Historical Domain Character John the Apostle, who is this trope in the most literal way possible.
Pretty much the whole hook of the Iron Druid Chronicles. Atticus isn't actually much more than an immortal human with the ability to go hang around the same places as various mythological beings (his magical powers apart from the immortality are all tricks that normal mortals could also pick up), but after a few thousand years of said hanging around, he actually IS on a first-name basis or at the top of the hit list with essentially every one of them.
The literal example of the trope lies somewhere between the extremes: Jesus knows him, and seems acquaintance-level friendly, but also seems fairly exasperated by his antics.
There were also a number of times in Greek mythology when gods and goddesses would take likings to mortals, particularly heroes on quests. As was the case with Zeus, a good number of those interests were romantic, but there were still a few cases in which the deity really respected the mortal. Notable examples include the hero Odysseus with Athena, and the hero Jason with Hera.
Special mention goes to Baucis and Philemon, who gave two tattered vagabonds a hospitable and kind welcome, only to realize they were entertaining Zeus and Hermes. The two gods were pleased with the old married couple, and set them up for life — and then ensured that they would be together even after they died.
Likewise Jesus in The Bible technically is God, and hangs out with fishermen, tax collectors, prostitutes, etc.
In the Gospel of John, he actually calls his Apostles "friends." And John himself was Jesus' BFF.
Unless you believe that Mary Magdalene was his real BFF.
In Jewish theology, Moses is remarkable for being the only human who God spoke to as an equal.
In some Native American mythology, Coyote is God's best friend.
In one particular story, God allowed all of the animals to change their names. Except for Coyote, because Coyote was His friend and He didn't want Coyote's name to change.
In another story, Coyote is hanging out with God and is responsible for the diversity of humans (including the male and female genders) because he kept messing with God's basic human design. And God just let him do it, because Coyote was his friend and it would be rude to get mad at him.
In some stories, Coyote is even singled out by God to be a more important teacher of life lessons than the other Animal People. Usually, this is because he and God are friends.
Of course, given that half the lessons we learn are because Coyote gets his ass handed to him because of his own dumbfuckery, it could be a case of Vitriolic Best Buds.
Radio
Radio Free Vestibule's Kevin and God is an audio skit about God appointing a mortal named Kevin to be his new prophet, but things get derailed due to Kevin's airheaded nature. This eventually rubs off, and God spends his time watching TV and going bowling with Kevin.
Tabletop Games
Immortals in the MystaraDungeons & Dragons setting adopt mortal identities whenever they have something to do on the mortal plane that they don't want other Immortals to notice. In the Wrath of the Immortals adventure, Benekander does this by becoming the player characters' patron.
The Scion tabletop RPG from White Wolf has the player-characters set as mundane children of the gods. Mundane until they are revealed to be children of the gods, and then slowly ascend their way from "basic mortal" to "A God Am I." While still simply Scions (as opposed to Demigods or Gods), their powers basically come from being on first-name basis with their god-parents (as opposed to later, when their powers come from their own deification).
Video Games
In the Playable Epilogue of Super Paper Mario, Mario can chat with the game's equivalent of Hades and Zeus and they think he's such a fantastic guy that they tell him that when he eventually does die, he can just find them and say the word and he gets the fast-express to the top-rank tier of the afterlife (granted, it's Mario, and he probably was karmically inclined for that already, but it's nice to have it outright stated).
For that matter, Rosalina has mentioned that she particularly likes him too and will watch after him, and she's stated to be guardian of the cosmos.
The more "normal" Touhou characters (though calling anyone in Gensokyo normal is just asking for trouble) in particular Reimu and Marisa are shown to be on a friendly basis, or at least grudgingly accepting, of anything from Odd Job Gods to Physical Gods to literal gods to people powerful enough they might as well be gods. And of course, this being Gensokyo, they have pounded them with danmaku at least once.
It has been mentioned that whenever Reimu summons a Shinto god (like when she summoned the material for the cold fusion experiment); they seem eager to please her; which she finds mildly annoying.
That, and they seem to hang out with Hijiri Byakuren, after UFO.
And Sanae lives with the gods she worships. Of course, she's also part god herself, since one of her gods is also her many-times-great-grandmother.
Okami: Prophet-in-training Issun is a good pal of Ammy the Furball, aka Amaterasu, Sun Goddess and most important Shinto Deity.
Let's not forget Ammy's other good friend from her past - Waka!
Mortal Kombat has Raiden, God of Thunder, as a playable character. Slightly subverted as in the MK-verse the "Gods" are more Elementals and the position is treated like a job. Played straight in The Movie, however.
In the same vein, the main character in Pokémon Conquest befriends Arceus just in time for the main story's final battle, and can do it again post-game. It's an even better example because s/he doesn't even have to capture it for it to do as s/he says.
In the Harvest Moon universe, the main character is frequently on speaking terms with the Harvest Goddess, and, in some games, the Harvest King (AKA, Harvest God). In fact, you can usually marry them.
Sora has a tendency to act this way towards people in power in the Kingdom Hearts games, even though he hasn't earned it. His attitude towards characters such as Mickey Mouse and Yen Sid is a casual "Hey there!" About the only one he actually seems to show some respect towards is Captain Shang from Mulan. Riku, on the other hand, actually is pals with Mickey, though he doesn't dare try this sort of Sora-ish behavior until Mickey actually tells him that they're pals and he doesn't need to call him by his title.
Taken Up to Eleven in the first two Lunar games and their remakes, where both protagonists are not only friends with the Cthulhu's, they're the love interests too!
In The Elder Scrolls V Skyrim, the Daedric Princes go out of their way to flatter you when you take up their quests. Most of them go so far as to proclaim you their new Champion. The only one who betrays you is Mehrunes Dagon the Prince of Destruction, and he does that to everybody. Justified since, unlike the protagonists of previous games, you are no mere mortal.
Your companions can be said to have this relationship with the Dragonborn, since they essentially are Nirn's resident Crystal Dragon Jesus.
In Half Minute Hero, the Time Goddess approaches you in the beginning of Hero 30 to aid you in your adventure. She then becomes a member of your caravan.
Sinfest practically runs on this concept. In the first week, God is introduced as a frequently recurring character. In the more literal sense, Jesus is shown to be good pals with Buddha.
Jesus's attempts to befriend Seymour are a running gag. Despite all his Bible-thumping and Jesus obsession, Seymour routinely fails to recognize the real deal, and even shakes Him down for Jesus memorabilia at one point... which is an apt metaphor for Seymour's relationship with Christianity in general.
The various Deaths in Irregular Webcomic! have struck up friendly relations with characters.
Wapsi Square: Monica and Shelly are on speaking terms with some very strange and powerful beings who have influenced the destiny of the entire world. In Minneapolis.
Gunnerkrigg Court is frequently visited by mythological creatures and sometimes deities. At least, the Minotaur lives there, Coyote (that sneaky Trickster and apprentice god from Native American Mythology) and Chang'e dropped in, and some teacher-parent meetings apparently involved Odin.
Antimony has spent enough time speaking with various Psychopomps that she's become conversant in several of their languages. Apparently they like Annie's company because her (very rare) ability to see them unassisted means she's one of the few people they ever get to speak with who isn't dead, scared, and confused. Also good friends with Renard and Ysengrin and Coyote. She once mentioned the latter before the whole classroom of people who know all too well who Coyote is, but didn't happen to interact with him this closely. By the way, immediately after realizing this from their reactions happened the first time we saw her blushing.
One fine lady with personal interest in Moon affairs (Chang'e) accidentally ran into Annie's classmate, Matt. Then lad helped her to catch the white rabbit, they had a nice chat and he ended up a little... moonstruck. She also "borrowed" his mp3 player with the full Dire Straits discography on it.
In Headbanged, the main character becomes friends with Jesus after he (Jesus) borrows one of his black metal CDs.
Ironically, Zexion and Axel are the people who are closest to Jesus in Ansem Retort. They go out drinking, use Jesus' blood as a cure for hangovers, and play Pictionary. Then again, this Jesus doesn't necessary have his head screwed on right either...
... though in the context of Ansem Retort, the fact that Jesus's only flaw is a taste for weird porn makes him still one of the nicest characters in the series, if not the nicest. Even in Ansem Retort, Jesus Was Way Cool.
T-Rex of Dinosaur Comics frequently talks with God and the Devil, and is the only character in the strip who seems to be able to hear them.
Elan and Banjo. Banjo even gets a "Brother," Giggles, who leaves to be the god of an orc tribe. *sniff*
Russel's Teapot has a primary character who hangs around with Jesus and discusses theology.
Death seems to be good friends with the main character of Ctrl+Alt+Del's side comic sillies.
In Digger the statue of Ganesh, an avatar or sorts containing part of the god Ganesh, is perfectly personal and quite a nice guy. As you'd expect for the remover of obstacles.
In Jack heaven appears to operate a "my door is always open" policy as it is perfectly possible for mortals to have a friendly, down to earth relationship with Angels both before and after they are dead, regardless on where they end up after death, and it is shown that senior Angels who were once mortal enjoy an equally pleasant and informal relationship with god. Unfortunately as the gates of hell appear to have been replaced with revolving doors, it is just as possible to have a relationships with Anthropomorphic Personifications of the Seven Deadly Sins, whether you want to or not.
In early strips of The Devils Panties, Author Avatar Jennie would hang out with JC and the Devil. They still make occasional appearances but not as often.
Happle Tea has this on a regular basis with a few different beings.
In Casey And Andy, Andy is dating Satan, so Casey and his girlfriend Mary have her (yes, her) around the house a lot. Plus, this means Andy has a rather uncomfortable I'm-dating-your-daughter relationship with God.
The green-haired girl is pretty much the only one of minus's friends who is a normal human, in minus.
An odd variation in Sonichu as one comic had both God AND Jesus talk to Ivy and declare that she is to be Chris' true love. Of course, she ends up dead the next issue without even meeting Chris, so...
Axe Cop: "Abraham told me how God is his friend, and He gave him a copy of all His powers."
Sailor Moon and the Sailor Scouts seem to have a direct line to Jesus in Sailor Moon Abridged, as he always responds immediately whenever they so much as say his name. This doesn't seem to help them in the slightest, though.
A relatively common ocurrence in We Are All Pokemon Trainers, due to the group having saved the world from one too many Eldritch Abominations or some of them being the "player characters", to the point the players usually have the Legendaries on their phones's Speed Dial. Examples include Gamer being pals with Mesprit, DS with Dialga and Palkia, or Luke with Ho-Oh... and with Reshiram, whom he was dating.
In Funny Business Lucy and Lewis don't care much that their friend Jeannette has the powers of a god. It's deconstructed when it turns out that Lucy does view Jeannette as God, and so follows her without question. When Jeannette finds out, she is not happy.
Western Animation
God, the Devil and Bob: Bob actually ends up playing therapist to the two most powerful beings in the universe after God forgets the Devil's birthday. Once that's resolved, he browbeats them both into cleaning up the mess they made of his garden before his family gets home.
Jesus is a talk-show host in the early seasons of South Park. In later episodes the boys visit him at his house in South Park.
There's also Saddam Hussein's, er, relationship with Satan.
And Eric Cartman's special relationship with Cthulhu.
Zoidberg in Futurama comes to Bender's execution dressed up and introduces himeslf as Santa's pal Jesus.
Not forgetting Bender meeting possible God and hanging around with him.
Avatar The Last Airbender: Aang essentially IS Jesus of that world, and communicates with the spirits, many of which are regarded as deities. And Sokka's first girlfriend turned into the moon.
According to Lauren Faust, Twilight's baby dragon assistant Spike was raised by Celestia, so it's not wonder he's pretty much at ease around her as well.
Celestia is actually pretty much ready to be pals with anyone, though most don't realise this and instead panickingly try to avoid anything that might displease her. In particular, Twilight's friends from Ponyville have already met her several times, and in any case, they're kind of working for her directly in a very important capacity, as they wield the Elements of Harmony that are needed to take care of the few threats that are too much even for Celestia herself. Notably, despite her close relationship with the princess, Twilight herself is often the pony most prone to overreaction of this sort, even to the point that she's had multipleoutright mental breakdowns thanks to the huge amount of stress she places upon herself. The difference is that she's comfortable with just meeting Celestia if she doesn't feel she's required to perform somehow, though as the quote below demonstrates, her neurotic tendencies can lead her to believe the princess expects something of her even when Celestia clearly just wants things to be laid back.
Spike: I thought this was just an unofficial casual visit.
Twilight: There's nothing "casual" about a visit from royalty!
Celestia's sister and co-ruler Luna, who controls the night and the Moon, has an even much harder time getting familiar with her subjects due to archaic manners and a major case of Dark Is Not EvilBut Sure Looks Like It. In "Luna Eclipsed", she arrives in Ponyville to make the acquaintance of the citizens, but at first everyone except Twilight Sparkle only cowers in front of her. By the end, though, she's just casually hanging out with everyone.
Wonder Woman freaks out when she gets an unexpected visit from Hermes in Justice League, but he tells her to calm down because "You're like family."
Parodied in the same episode when Hawkgirl and Wonder Woman are flying through what amounts to Hell, and the demons there start attacking them until they notice that Hawkgirl has wings:
Hawkgirl: That's right, I'm an angel. You can mess with me if you want to but I don't think you want to mess with The Boss. The Demons fly away scared Hawkgirl: If we're lucky, they'll all be that dumb.
The Grim Adventures Of Billy And Mandy: Not only are Billy and Mandy friends with the Grim Reaper, but the Goddess Eris pays rather a lot of visits to them, and Billy's aunt marries Nergal (who in mythology is a Babylonian god of war, pestilence, the underworld, etc, though he's presented as a pathetic demon in the cartoon).
The episode of Family Guy in which Peter literally becomes friends with Jesus.
The Grim Reaper is also a recurring character.
The Real Ghostbusters have, within their containment unit, the avatar of a Sumerian god who takes the form of a giant marshmallow man. They sometimes let him out to fight other ghosts too big for them to handle on their own and he's buddies with Team Pet Slimer.
They have also teamed up with the god Marduk.
This is the entire premise behind Class Of The Titans. Granted the protagonists are the very distant descendants of Greek heroes (some of whom were, themselves, descendants of the gods and goddesses), but for the most part, they're regular teenagers.
In the Adventure Time episode "Jake the Dog", Jake has a hot tub party with Prismo the Wishmaster, who transcends time and space, and the Cosmic Owl, a godlike figure who always appears in premonition dreams.
Real Life
The importance of having a "relationship with God" is a common theme in various religions.
Parodied and played straight with T-shirts that say "Jesus is my homeboy".
