I love this question! Essay incoming!

Yes!
There are many types of Gods in Fear and Hunger.
The world of F&H does not have a unified religion and instead there are multiple deities to worship.

Old Gods - Seen as the true gods in the games world. They represent basic concepts.
Gro-goroth ; the destroyer of man
Sylvian ; the goddess of love and fertility
The God of the Depths ; worshipped by outcasts left in the darkness (insects and soulless beings.)
Rher ; the Trickster Moon God
Vinushka ; the god of nature

Ascended Gods - Mortals that have ascended to godhood that are considered equals to the Old Gods, and stronger than the New Gods.
Alll-mer ; the ascended one
The God of Fear and Hunger ; also known as the Ancient One
Sulfur God ; obscure entity referenced vaguely.

New gods - Known as 'The Fellowship'
After the older gods left mankind, the kingdoms of the world were slowly rotting away and the grand values mankind once aimed for were displaced by defiled principles and practices. Without the guidance of the older gods and in times of great peril, a fellowship of five people was formed: Francóis, the dominating one, Nilvan, the endless one, Valteil, the enlightened one, Chambara, the tormented one, and then there was Nosramus, the "fifth one", the forgotten one, who never aspired for the same greatness as the rest of the party, whose story bears no listeners.

The Fellowships dream to ascension was somewhat of a failure. They had attempted to bring forth a new world order for humanity after tearing down the legacy of the old gods.
Nothing had changed for the betterment of humanity, and so the Fellowship would gradually lose their influence over humans to the point their tales become considered a simple legend.

In the Fear and Hunger universe, the concept of soul types defines the characters. This is more prevalent in Termina (the second game) than it is in the first game. Souls represent an astrological 'zodiac sign' as well to define the life that the characters born under it will live.

January - Radiating soul, Tainted soul.
February - Endless soul, Beastly soul.
March - Dominating soul, Antagonistic soul, Decrepit soul.
April - Amoral soul, Halved soul.
May - Gladiatorial soul, Solitary soul.
June - Submissive soul, Order soul, Shepherding soul.
July - Tormented soul, Stagnant soul.
August - Defiant soul, Latent soul.
September - Caressing soul, Loving soul, Innocent soul.
October - Enlightenment soul, Blank soul.
November - Mourning soul, Changeling soul.
December - Suffocated soul, Chaotic soul, Shadowed soul.

Do this quiz and return here to see who you share a soul type with!
Quiz > https://uquiz.com/quiz/vPuZ9r/whats-your-soul-type-fear-hunger-fh2 < Quiz

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F&H SOULS (New gods in italics)
Domination - Possessed by Francóis and D'arce.
"The soul of domination that makes people around you bend to your will. You are a natural leader, but you might often end up blind to self-criticism."
Endless Soul - Possessed by Nilvan, Cahara, and Karin.
"The soul of the endless that makes you yearn for freedom and forces you to push your creativity to its limits."
Enlightened - Possessed by Betel, Nas'hrah, Valteil, Enki, Nosramus(?), and O'saa.
"The soul of the enlightened. You are always seeking restlessly for new knowledge and secrets hidden from the common folk."
Tormented - Possessed by Ronn Chambara, Ragnvaldr, and August.
"The soul of the tormented. You are destined to struggle in every step you take in life. Ultimately this makes you stronger physically and tempers your iron will that rivals the will of the gods themselves."

TERMINA SOULS
Blank - Possessed by Daan.
Caressing - Possessed by Abella.
Changeling - Possessed by Marina.
Chaotic - Possessed by Pav.
Decrepit - Possessed by Caligura.
Latent - Possessed by Tanaka.
Radiating - Possessed by Reila, Samarie, and The Radiating One.
Shadowed - Possessed by Olivia.
Solitary - Possessed by Levi.
Suffocated - Possessed by Henryk.
Tainted - Possessed by Marcoh and The Tainted One.

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These are also other souls that the creator of F&H introduced to the universe.
Amoral
Antagonistic
Beastly
Defiant
Gladiatorial
Halved
Innocent
Loving
Mourning - Possessed by The Mourning One.
Order
Shepherding
Stagnant
Submissive