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I once read the Odysseus and Penelope were the grandchildren of two different gods. But I have had no luck finding it again.

One might have been Hermes, although I can't be sure.

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Ancestors of the Mother of Odysseus

Neither of Odysseus' grandparents was a deity, although the most celebrated ancestral connection between Odysseus and a god is, indeed, his descent from Hermes, who was the father of the famous thief Autolycus, the father of Anticleia, the mother of Odysseus. So Hermes was Odysseus' great-grandfather.

It then follows, obviously, that Odysseus was also descended from Hermes' father Zeus and from Hermes' great-grandparents the Titan deities Oceanus and Tethys. So the divine descent through Hermes' mother's side of the family would entail:

Gaia (goddess of the earth) ➜ Oceanus & Tethys ➜ Pleione ➜ Maia ➜ Hermes ➜ Autolycus ➜ Anticleia ➜ Odysseus

Through Anticleia, Odysseus was also descended from the star-god Eosphorus, who was the personification of the planet Venus, the dawn star. Through Eosphorus, therefore, Anticleia would also have been a descendant of the dawn-goddess Eos, who was Eosphorus' mother.

Anticleia's father Autolycus was the son of Hermes by Chione, the daughter of a king called Daedalion, who was a son of Eosphorus. So:

Eos ➜ Eosphorus ➜ Daedalion ➜ Chione ➜ Autolycus ➜ Anticleia ➜ Odysseus

Ancestors of the Father of Odysseus

Laertes was the father of Odysseus (although there is a later tradition in which Sisyphus was the father). There are two different versions of Laertes' parentage, in one of which he is the son of Atticans named Cephalus and Procris, both of whom are descended from the fire-god Hephaestus, and thus Hephaestus' parents Zeus and Hera; as well as the river-gods Eridanus and Cephissus.

Erichthonius, who is king of Athens before he becomes a tutelary divinity of the city, is the son of Hephaestus and Gaia from whom Procris and Cephalus are descended.

In the other version of Laertes' parentage, he is the son of Arceisius. The most famous version of Arceisius' origin is that he is a son of Zeus. In this version, then, Laertes would be Zeus's grandson, but other accounts have Arceisius as the son of Cephalus and Procris, or of a certain Cillus or Celeus who in turn is the son of Cephalus and Procris.

Ancestors of the Mother of Penelope

There is no explicit reference to the idea that any of Penelope's grandparents was a deity. There are at least four different versions of who Penelope's mother was, her name being Polycaste, Dorodoche, Asterodeia or Periboea. Apollodorus refers to the last of these women as a Naiad, so presumably her father was a river-god. Aaron Atsma conjectures that the relevant water-body would have been the Lacedaemonian river Eurotas, in the region of Periboea's residence.

There is, though, a more explicit connection to divine ancestry with the alternative of Dorodoche, who was the daughter of Ortilochus, son of the river-god Alpheus. Telegone, the mother of Ortilochus, was a granddaughter of Hermes, and also a descendant of Zeus, of the Egyptian river Nile (Neilus), of the Argive river Inachus and of the Oceanid Melia.

Ancestors of the Father of Penelope

Icarius of Lacedaemon was the father of Penelope. There are three different versions of his parentage, which sort of overlap. He was the son of Perieres and Gorgophone, or of Oebalus and Bateia, or of Oebalus and Gorgophone.

Once again Apollodorus tells us that a certain royal Lacedaemonian woman, this time Bateia, was a Naiad. Once again Atsma speculates that the Eurotas River is the father of this Naiad, though there is no explicit confirmation of this.

In the version in which Icarius is the son of Oebalus and Gorgophone, he would be a descendant of Zeus on both sides of his family. Gorgophone was a daughter of Perseus son of Zeus. Meanwhile Oebalus' grandfather Amyclas was the son of Lacedaemon, the son of Zeus after whom this region of Peloponnesus was named.

Oebalus' grandmother Diomede was a daughter of Lapithes—the son of Apollo from whom the Lapithae were descended—as well as a great-granddaughter of Magnes, the son of Zeus from whom the region of Magnesia received its name. Through Lapithes, she was also descended from the river-god Peneius.

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    Updated Icarius' ancestry to include mentions of Zeus' sons Apollo & Magnes – Adinkra Aug 21 '18 at 3:03
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    & yet another river-deity – Adinkra Aug 21 '18 at 3:52

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