Die Hard: with a vengeance (1.995)

Zeus: Why do you keep calling me 'Jesus'? Do I look Puerto Rican to you?
John McClane: Guy back there called you 'Jesus'.
Zeus: He didn't say 'Jesus'. He said, "Hey, Zeus!" My name is Zeus.
John McClane: Zeus?
Zeus: Yeah, Zeus. As in father of Apollo? Mt. Olympus? Don't fuck with me or I'll shove a lightning bolt up your ass? Zeus! You got a problem with that?