The conversion of Europe was a slow process with many set-backs along the way. The rituals of Christianity were very different to the way pagan rituals worked, they were far more formally organised and far more structured than pre-Christian worship. Germania was converted slowly, starting around 1300 years ago and it is commonly accepted that Iceland converted in 1000.

Accepting Christianity relied on education and constant support, which was often lacking. In many cases, missionaries accepted conversion as a done deal and often moved on without providing sufficient support for new converts. Many clerical texts record how people abandoned their faith or continued superstitious practices into their Christian lives - this is reported in hagiographies (Rimbert's Life of Anskar) and the penitentials of the period (which report about charms, sitting children on roofs to cure them etc).

There was, however, a certain level of officially tolerated merging of cultures. The Franks Casket merges elements of Christian doctrine and pagan narratives (the adoration of the Magi side-by-side with Sigurd's journey to Odin's locker). Beowulf merges notions of warrior life with Christian virtues. After the conquest of the Saxons,the Heliand told the gospels in the form of the heroic epic of Germanic culture.

There is evidence of survival of pagan beliefs in Eastern Europe and Scandinavia, with much of our guestimates (as much of our knowledge of pre-Christian faith is guessing) coming from survivals from these regions. The shamanistic rituals of the Lapps are relatively well recorded, plus there are imaged of pagan ritual dress recorded in a relatively recent National Geographic magazine. Many rituals found new forms, merging into Christianity or becoming cultural activities rather than religious issues.

Sources:

Roger Collins, Early Medieval Europe 300-1000

Peter Brown, The Rise of Western Christendom 200-1000

Edit: added the links and sources