What Buddhist texts describe the doings of syncretized Hindu deities?
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)