The majority of the major deities in my campaign live in the Upper World, which is above the dome of the sky. Most of these live in Vṛjðəsoms (Town of the gods), which is pretty much like any tribal village, only much more spiffy.
Nepōtmorim, the sea god, lives in the middle of the New Sea, at its lowest point. Legend has it that, long ago, he was angered by the people of a fertile valley who mocked his power, since their valley (which was below sea level) had a mountain range that held back the Great Sea. So he broke the mountain wall and claimed their land as his own.
The great River Goddess, Donu, lives in whatever happens to be the nearest really big river. She's a Very Important Goddess, after all. Her various daughters and granddaughters each inhabit their own rivers and streams.
Wōt, the god of ecstatic trance, berserks, and other shamanic stuff, wanders the earth as a yosti (traveler), as does Muskeios/Gwnspotis, the trickster/murderer god. Hence the old saying: "Honor the stranger and honor the Gods".
The other major wandering deity is Welkuos Khwentkhr, the cyclone and major enemy of Perkwon, the thunder god. This father of evil spirits is granted no home anywhere in the Three Worlds, although his flunky, Eismo (the God of Wrath), maintains an abode in the Lower World.
The Earth is the home of Māterðejomes (Mother Earth), of course and the part-time home of Dwisno, the god of the dead, although he is called Welgweus (lord of cattle) in this home.
The Underworld is the home of Eismo and Dwisno, although their realms therein do not overlap.
Each major town has the local god residing in its temple unless the local god is one of the major gods, then its either a spirit, a descendent of the god, or the local ruler worshipped as a god (or all three in one). Every grove and forest is the home of some minor godling. At times, fire is referred to as if it were a god, but very often it is not--it's not well-defined. The continuum between "spirit" and "god" is not hard-and-fast. Some of the major gods were once human (Dwisno, for example--the first mortal, who by his death became the lord of the dead).
Death, however, is not a deity. Death is simply an event.