What Buddhist texts describe the doings of syncretized Hindu deities? Some Vedic/Hindu deities are recognized as being part of Buddhist cosmology. For example, Indra, who is the chief god of the Vedic pantheon, is syncretized into Buddhism as Śakra, which is another epithet of his. 

In Hinduism, the exploits of Indra are described in doctrinal texts like the Vedas and the Puranas, as well as in literary texts like the Mahabharata. But Buddhists (of any school) don't accept these texts as part of their canon, right? So, my question: in what Buddhist (canonical) texts would the doings of syncretized Hindu deities like Indra/Śakra be described?
Malalasekera's Dictionary of Pali Proper Names is a great place to find this sort of information; for instance, the entry on Sakka has a whole list of sources for info on the entity, both canonical and commentarial. 

On the other hand, I can't think of any other divine beings that have been expropriated in the same way as Indra; in fact I'm not sure expropriation is the proper term, since Indra just means "chief", and so it could just be the Buddha using the Hindu name to describe Sakka.

Edit: Yama shows up in the Devaduta Sutta (MN 130)