I nominate The Night Life of the Gods
by Thorne Smith
Amazon says: "Thorne Smith's rapid-fire dialogue, brilliant sense of the absurd, and literary aplomb put him in the same category as the beloved P. G. Wodehouse. The Night Life of the Gods--the madcap story of a scientist who instigates a nocturnal spree with the Greek gods--is arguably his most sparkling comedic achievement."
It is available at the MR library here:
PS - I read it 35 years ago and loved it. I've been meaning to read it again.