Fair enough. I only picked Odin since the article mentioned him. My point was that lack of evidence doesn't prove non-existence. It's certainly true that there is plenty of evidence against a God who constantly meddles and makes everybody's life perfect, but there is no evidence for or against a hands-off God, e.g., http://www.fullmoon.nu/articles/art.php?id=tal -- admittedly pretty much by definition :)
For that matter, there are enough crackpots among us that a weak signal will be lost in the noise. That applies equally well to acts of God and the existence of UFOs. To be clear, my only claim is that we don't actually know for sure one way or the other, regardless of how many claims for their existence have been disproved. Enough dearly held beliefs about the physical world have been overturned in the past century, e.g., Einstein on quantum physics, that we shouldn't assume we know everything now, either.
I'm not sure you can assume that Odin isn't around. He was relatively hands off in the legends, so no evidence for him is not proof that he doesn't exist. It could be a fitting end to a life struggling against blindly cruel Nature where upon death, you go to Valhalla if you die in battle; otherwise you go to hell.