The Baltic countries of Latvia and Lithuania were some of the last areas of Europe to be converted to Christianity. Rural areas are said to have practiced paganism centuries longer.

Link to paper on it : http://www.lituanus.org/1987/87_3_06.htm

"Although officially christianized in the thirteenth century, the ancient Latvians did not accept Christianity until the eighteenth and nineteenth centuries — and then only superficially. The main reason for this was the non-acceptance of the indigenous population as equals by the ruling German nobility. .. forced the indigenous population to keep their old traditions, deities and basic social structure."

But it wasn't really secret in the sense you are looking for.

It was all Christianized, but you may know that in Iceland people have continuously continued to believe in Elves and in gifted people able to communicate with them.

Otherwise, I read this scholarly book called "Loki" (by French researcher George Dumézil) on comparative mythology. In the book, the author quotes another author who wrote in 1898 that when he was a boy, in England, he witnessed a strange practice. A boy was sick, and the boy's grandmother hung three horsehoes by the boy's bed, and hit them with a hammer whilst saying :

Feyther, Son and Holy Ghoast

naale the divil to this poast;

with this mall Oi throice dew knowk

one for God an' one for Wod an' one for Lok !

Wod would be "Woden" (=Odin), and Lok is "Loki".

I don't think any communities were exclusively pagan, but elements of pagan belief certainly survived alongside Christianity for quite a long time. In Central and Western Europe at least, it's not really until the Counter-Reformation that they begin to be viewed as suspect in the eyes of religious authorities. Bear in mind, though, that it's hard to extricate actual practices from the fractured narratives constructed through interrogation.

There's a really good book by Wolfgang Behringer called The Shaman of Oberstdorf, in which he works primarily from a trial that occurred in the Alps, but does a lot of research on folklore to try and reconstruct the context in which it happened.