Last semester I did an essay on "Proto-Nordic Influences in Ancient Greece" for my classical civilisations class and so I'll use some of the comparisons made there, here.

First of all when we look at the creation myths the beginning is always described as a "shapeless void", in Norse its the Ginnungigap while in the Greek it is known as Chaos. Note that both Odin and Zeus had to battle some forefather in order to rise to the top of their "pantheon" (though we shouldn't really call Odin the "leader" of the Aesir, he just became the most popular).

Of course as Londinius said there seems to be a link between Prometheus and Loki, the difference being that Prometheus was looked upon more as a hero, being the giver of fire.

Another link, though vague it may be, is that "beloveds" of the gods and peoples were stolen and taken down to the underworld. We are reminded here of the myth of Baldr who was killed by his blind brother Hod because of Loki. We can link this to the Greek Persephone who was stolen by Hades and taken down to the Underworld. In the Norse myth Hermod went to Hel to ask her to return Baldr back to the gods. In order for this to happen all living things in Midgard were asked to weep for Baldr so that Hel would return him to Asgard. In the Greek myth we see that Hermes (even similarities in names lol) was sent by Zeus down to Hades to demand the return of Persephone to earth.

When we loook at the planets associated with each God in both mythologies (and Roman one later on because of their influence from the Greeks) they seem to connect. For example Tyr and Ares are both represented by Mars. Thor and Zeus both represented by Jupiter and so on.