Mr. Nancy is Anansi, one of the Old Gods, and a central character in American Gods. He is also the titular character of the spin-off novel Anansi Boys.
Anansi originated in Ashanti tales, in what is now Ghana, Africa. Anansi is both a man and a spider who is a successful trickster, going so far as to steal stories from the sky god. From this point on, he owns all the stories. He shows up as a character and god in folk tales of the West African diaspora, especially in the Caribbean and the Southern United States.