The third volume of Chip Zdarsky's The All-Nighter certainly goes places. Alex's been kidnapped by the Takers, and everyone else is trying to figure out what the new rules are. The found family splinters for a bit, each trying to figure out a way forward, and God shows up.

Yeah, God. Or at least, the God humans tell stories about, in the same way they tell stories about vampires, werewolves, etc. It's a reasonable development from what we know about how stories work in this world, giving birth to monsters and heroes, but I'm going to guess it'll make some readers profoundly uncomfortable. However, it doesn't preclude God really existing, if you read carefully. The "God" we meet as a character is a made creature, but that doesn't mean there's no real God in the world of The All-Nighter. It's pretty wild to speculate about, but Zdarsky didn't go there.

Anyway! It goes kind of predictably from there, because of course Lucifer shows up, amongst other developments like the found family all saving each other (though not without loss). 

The idea behind this series isn't super original (stuff like American Gods leaps to mind, but also -- though not set in our world -- Michael Scott's Paedur the Bard books, and quite a few others that I'm just not retrieving from memory in this second), but it's a fun enough exploration of it, which maybe nudges the idea in a slightly different direction by having superheroes a la Marvel also be part of the mythology that comes to life.