There is no airport in Olympia. The closest airport to Olympia is the airport of Patra/Araxos that works only in summer and receives charter flights from abroad. From Patra, you can go to Olympia by rental car or by bus (via Pyrgos).
The Airport of Athens could also be convenient as it receives flights from all the world. From Athens, you go to Olympia by rental car or by bus from Kifissos Bus Station (via Pyrgos). From Athens, you can also organize your Athens airport transfer online.