I actually just finished listening to some episodes of the podcast History of English, and can answer this question in regards to Anglo Saxon England.

The first Anglo Saxon king to convert was Ethelberht of Kent, which was the most powerful Kingdom in Anglo Saxon England, in 601. He was converted through the combined efforts of his wife Bertha (Bertha and Ethelberht come from the same root word, by the way) and a missionary sent by the pope. Bertha was a Frankish princess and great granddaughter of Clovis, whose wife had converted him to Christianity (thus bringing the Franks into the gospel as well). After Ethelberht was baptized, ten thousand of his subjects were baptized as well within three months.

Within three years, two other Anglo Saxon kings converted as well, but two of these three Christian kings were succeeded by Pagan sons who attempted to suppress the Christians. The religion held on though through the remaining king, Raedwald of East Anglia, until 655 when King Penda of Mercia died and the Mercian Kingdom converted to Christianity, solidifying the foothold.

Oddly enough Christianity was also very strong in the north and in Ireland, thanks to the earlier work of St. Patrick.

Source is History of English podcast, episodes 33 through 39.

Adding to what has already been said in this post, paganism was practised by the common person in certain Baltic regions possibly as late as the 17th or 18th century. The Samogitians, the last large independent Lithuanian pagan tribe was only subjugated and Christianized by German crusaders and the Christian Lithuanian king in 1413, marking the date where the entire European continent was brought under the control of Christianity (except some finnic tribes in the northeast of modern day Russia)