There's plenty. As usual, I'm actually going to sort of sidestep the question to answer what I think is the really interesting question on this: 'how did the Greeks respond to Greeks worshipping foreign gods?' But in the process, I hope you'll find I've answered your question too.

There is plenty of evidence of Greeks worshipping foreign gods (and vice versa), in which this is considered highly inappropriate, impious, and even dangerous. Herodotus is the best source on this. There are a few stories that stand out. Anacharsis the Scythian vows to create a festival of the mother of the gods and was killed by his own people (4.76), Scyles the Scythian king wanted to become an initiate into the Bacchic rite but his people rebelled and he ended up beheaded (4.79), and Xerxes worshipped the Trojan Athena and heroes of Troy, resulting in a ‘panic attack’ (7.43; this may, incidentally, be intended to imply divine intervention against Xerxes). Obviously these are all examples of foreigners practising Greek religion rather than the other way around, but it’s important to recognise that Herodotus (and, I think, Greeks in general) liked to use examples of stories from other cultures as thought-experiments, to demonstrate what was OK and what was not OK for Greeks to do. As Tom Harrison (2000: 217) puts it, ‘a clear line is drawn at worshipping foreign gods’ in Herodotus.

At the same time, Herodotus presents another competing theory about foreign gods: they are sort of like an advent calendar in which different cultures have opened different doors (the Greeks, of course, having opened the most, at least by Herodotus’ time). Different cultures may have different names for different gods and different ways of worshipping them appropriate to that culture, but they’re ultimately the same gods. This universal belief is developed at several points in Herodotus’ Histories, with the Arabians in Hdt 3.8, the Scythians in 1.216, and most notably the Pelasgian passage at 2.50:

The names of nearly all the gods came to Greece from Egypt. I know from the inquiries I have made that they came from abroad, and it seems most likely that it was from Egypt, for the names of all the gods have been known in Egypt from the beginning of time, with the exception (as I have already said) of Poseidon and the Dioscuri – and also of Hera, Hestia, Themis, the Graces, and Nereids. I have the authority of the Egyptians themselves for this. I think that the gods of whom they profess no knowledge were named by the Pelasgians – with the exception of Poseidon, of whom they learned from the Libyans; for the Libyans are the only people who have always known Poseidon’s name, and always worshipped him. Heroes have no place in the religion of Egypt. These practices, then, and others which I will speak of later, were borrowed by the Greeks from Egypt. This is not the case, however, with the Greek custom of making images of Hermes with the phallus erect; it was the Athenians who first took this from the Pelasgians, and from the Athenians the custom spread to the rest of Greece.

So in a sense, the Greek gods themselves are foreign. It’s probably partly on the basis of this principle of universality that we find the worship of foreign gods in Greece. The import of gods is backed up on the ground, too. Foreign gods were frequently being naturalised, i.e. adapted into Greek worship. In the sixth and fifth centuries, there were a variety of gods imported into Athens. Bendis, Serapis, Isis, Sebazius, and even Asclepius (the famous god of healing) – all of these were new imported cults into Athens. There were usually prompts for the introduction of a new god, and with that in mind, there was a formal process for recognition of a foreign god in Athens (and therefore probably were in other city-states too). Let’s take Asclepius’ introduction to Athens in 420BC (IG ii^2 4963) as an example:

In Thea[ngelos’ priesthood the entire temenos] (sacred precinct) was surrounded [with an enclosure wall] and […] was accomplished and the offering table [was set up], which the doers of sacred deeds provide (with sacrificial foods) for Asklepios.

This inscription records that in 420/419 BCE a man called Telemachus introduced Asclepius to Athens (from Epidaurus), but with the approval of the appropriate polis authorities, and the god was given a sanctuary (paid for by Telemachus). Asclepius was introduced to Athens in an attempt to heal the ‘sick city’ in the fallout of the Plague of Athens, as the Peloponnesian war turned against them, in 420BC. So in this case, the Athenians were worshipping a ‘foreign’ god (a Greek one, sure, but not one native to Athens) with the permission of the polis (at least, after a point), for the good of the city, and he became so naturalised that most people now wouldn’t see any issue with Athenians worshipping him.

OK, I've gone on for far too long: apologies for the rambling and lack of structure. The important take-away message here is that there's not really such a thing as ‘Hellenic religion’ (n.b. 'paganism' is a bit of a dirty word), nor even really of ‘Athenian religion’. It was just much messier than that. Scholars still tend to be very structuralist (in the shadow of Durkheim) and there's still continued subscription to the idea that there was such a thing as state religion - a consensus still largely pinned to Christine Sourvinou-Inwood's model of 'Polis Religion'. Sourvinou-Inwood posited a kind of statist view of Greek religion, with the 'polis' as the moderator and central framework through which Greek religion was articulated and practised. There's some truth to this. But increasingly key scholars on Greek religion like John Gould, Paul Veyne, and Henk Versnel have really emphasised the flexibility of Greek religion outside of this model. Polis Religion is still a decent beginner's guide to Greek religion, but it's ultimately far too institutional of a model to really represent the varieties of Greek religious experience and belief. Your typical Greek citizen may well have been able to seamlessly switch between libations and oaths to Zeus or Athena in a lawcourt into buying some sort of magical voodoo-esque curse tablet written in a foreign or nonsense language, through to worshipping a deity associated with their family and imported from abroad.

It's worth saying that there's also a really compelling argument that there were plenty of Greeks who strayed into atheism, but that's a whole thing in itself - and the subject of a book that I really need to edit up to publish.

Key pieces of reading:

Your best bet for primary sources is (as in many cases on Greek history) to just read Herodotus. Francois Hartog's seminal (1988) Mirror of Herodotus: the Representation of the Other in the Writing of History is a must-read on Greeks and foreigners. More specifically on Greek approaches to foreign religion, you must read Jean Rudhardt's (1992), 'Les Attitudes des Grecs a l'égard des Religions étrangères' in the Revue de l'Histoire des Religions 209 is crucial. (There's an English version in Tom Harrison's Greeks and Barbarians).