This is a note about Scandinavia. And now that I wrote it and re-read the OP I realize that it is not really answering the question. But I will not let that stop me, god damnit. It is at least fairly “factual”.
Names of places are an indicator of how widespread the cult of different gods were. For instance, in Scandianvia, one can conclude that Odin, Thor and Frey had a widespread cult before Christianity. One can also draw the conclusion that Tyr, to take another example, had a greater following in Denmark than in Sweden and Norway. These indications are also to a lesser extent hinted at on rune stones.
Adam of Bremen is a direct account of Norse paganism and its traditions, as he wrote about it in the 11th century, while it was still prevalent. Saxo Grammaticus wrote about it in the 13th century. These works are of course colored by the time, place and motivation of the writer, but are nonetheless invaluable for the study of the Scandinavian culture and pagan rituals before Christianity.
One must also appreciate oral tradition. Thoughts, beliefs, rituals, and so forth, of common people, do not disappear at the same instant the king decides to convert to Christianity. The old traditions were especially strong in Iceland, and Snorre Sturlaon wrote his compilation of the Norse myths, worldview, etcetera, in the 13th century. Of course, once again, one has to take into account of the fact that he was Christian and so forth, but there is no reason to believe that his Edda was not “accurate” (as far as that goes).
Then of course there is the so called Poetic Edda, a collection of (mostly) contemporary poems regarding the pagan gods; it draws from several sources, many of which are most likely pre-christian. It is perhaps the prime source for our knowledge of how pre-christian Scandinavians thought about their gods.
Also, there are the sagas, from 12th to 14th century, tales about the vikings and as such illustrations of their worldview, beliefs and religious traditions. One can also compare these writings those of Saxo’s and see that they complement each other, rather than contradict. There are also other, more “isolated” sources of different kinds (surviving tales of certain persons, poems about gods, and so on); of course there is a whole area of archeology that supports the findings and so on.
To summarize we have pretty solid historical data on the pre-christian Scandinavian worldview, beliefs and traditions, and how different gods were regarded and so forth. Of course enormous amounts of study have been done on this field, so while we cannot be sure exactly how for instance a midwinter blót was conducted, we have a fairly good picture of pagan religion in Scandinavia, and the rituals that came with it.