From "The Almighty Johnsons" [NZ, 2012]

Oh, Loki ♥ 

Loki saves Ullr from a godhunter, because even though they despise one another, gods stick together against ebil Christians.

[Screened earlier this year on SyFy and SPACE. I love this series sooooooooo much and it's funny as hel, but it doesn't look like there's going to be a 3rd series D: Can't compete against cheap US imports fffff. PETITION.]