We play in the Wilderlands, a killer setting created by Judges Guild in 1979.
My old dwaren PC Gorin Grimbeard worshipped Braz Kazon, Berserker God of Smoke & Battle.
if I were to play as a Cleric now I would play an Altanian Cleric of Ummannah, The Radiant Death, Sun God of the Altanians.
My warlock gains his power from Thasaidon, prince of devils, who was a Clark Ashton Smith creation, IIRC.
The cleric in the game I DM, Bundi "Bump" Hrafnstyr, worships Tyr, the one handed norse god of war. The warlock Gorice, "The Terror Behind The Stars" gains his power from Yog Sothoth.
I don't see why anybody would exclude any reasonable deity from their game.