Depends on what you mean by gods, really.
None of the Aesir side with Loki.
Ok, but aren´t there some non-Aesir gods? I think Skadi was something different but I´m not sure.
Edit:
Ok, after looking at various things in Wikipedia there are the Vanir as another group of gods and Skadi is an Giant.
Have you read all the lore in AoM? If you haven't you'd be surprised how much detail is stored in the game (not much, but enough to give you a relatively solid grounding on the topic), just start right-clicking on portraits to find out about things; from Ox Carts to Ulfsarks to the Gods themselves.
I have but that was long time ago and I´m not sure how correct all the infos where. But yeah that feature was pretty neat.
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