Especially gods other than the Greek-Latin equivalences like Athena-Minerva, although I would love to hear about them if you like! But these must have the same Indo-European roots, so conflation does not seem like much of a challenge.
What does seem difficult are Egyptian gods like Isis, or any other deities to be found in, lets say, 'semitic' lands. I know of the practice of evocation, or the 'inviting' of foreign gods into the Roman pantheon. Anyway, lots to talk about...
All of the above is the easiest answer.
Perhaps the most straightforward example is, in fact, Isis. The main source of grain for Rome during the last years of the Republic and well into the Imperial period was Egypt. The Nile delta was insanely fertile, and as such, could provide ample food for the Roman capital - where citizens received free grain. Understandably, many merchants bringing this grain over were Egyptian, and owing to their life at sea, would set up little holds in various places. Isis was a little taste of home, and small shrines were set up in merchants quarters in Rome. Over time (although the exact details are unknown to my knowledge) Isis was adopted as a goddess of merchants. After the civil wars between Octavian and Mark Antony (who was based in Egypt) the worship of Isis was banned, but persisted. Caligula was the first to revoke this rule, and Isis thrived among the merchants - as well as spreading further.
The Magna Matre is a good example of "state sponsored" god importation. After the disastrous performance of Roman forces during the Second Punic War and a seemingly damning meteor shower, the Roman government turned to the Sibyline Books (themselves a prophet collection of books imported from Greece) for guidance. The priests left to interpret the text decided that Rome had to import the Anatolian goddess Cybele (Latin: Magna Matre), to rid Rome of their various plagues (both real and Carthaginian). The interesting thing here is that they actually went to a temple in Asia Minor where a black meteorite was worshiped and after gaining the consent of the temple owners, took it back to Rome. This is one of the only examples of Romans worshiping a non-anthropomorphic statue within a temple. Stranger still, the Magna Matre was required to be worshiped in a strictly non-Roman manner. Priests were required to self-castrate, a action punishable by exile or death in Rome. As such, priests and followers would have to be imported to maintain proper worship of Magna Matre, and one Roman festival seemingly even required priests to run down the streets of Rome and at some point castrate themselves - throwing their "donations" into nearby doors and windows (there is a possibility the actual castration was staged in this ritual, but there is no doubt that the priests were castrated at some point).
So I need to get back to work, but am happy to talk about evocatio at some point if you're interested as I wrote a few essays on the topic in university. If you're genuinely interested in Roman gods and their origins, I can not recommend enough Beard, North and Price's "Religions of Rome" (1998). It is getting on a bit now, but is not particularly outdated and is the most accessible academic book on the subject you will probably ever find.
Hope this was vaguely interesting.