The pantheon from Bastion (2011 game) is really quite excellent. Each of the twelve gods represents both a value and its negation and I haven't seen anyone write about it.
e.g. "Jevel, the god of health and atrophy. We each have the Tower Keeper's strength in us, until that strength runs out."
@starkatt I really liked the one in the Deed of Paksenarrion, since it was never actually spelled out completely or explicitly. By the end you know a handful of the pantheon, but definitely not all of them.
What are your favorite pantheons from fiction?