Invidia and Nemesis being in LS as True Final Bosses (insert TV Tropes link to that page)... and Pandora being related in the history (spoilers I won't post in this thread), I feel this thread is needed...
They may walk among Newerth's people, in disguise. Or turn themselves into guns, like Invidia did.
Newerth's people think they're all just myth and legend (like Zeus and Apollo, but Newerth has a Hercules Pythagoras apparently).
Ten so far are known. In canon, at least.