/u/LoveSomeLove provides an important caveat, that many of the details of Norse mythology are foggy. This is even more true of Celtic mythology, because we don't actually know very much about it. We have legendary and heroic stories, particularly of Ireland and to a lesser extent Wales and Scotland, but doing something as basic as reconstructing the pantheon is virtually impossible. Imagine, for example, if we knew about the Trojan War, Hercules' labors and the voyage of the Argonauts but we didn't know who Zeus and Ares were. A good example is the much ballyhooed "horned god" a name that evokes the sort of arcane, primal, mysterious sense much beloved of modern perceptions of the Celts. But the reason he is called the "horned god" is because, well, the iconography has horns, and the closest thing we have to a name is "Cernunnos", which probably means "horned one" and is thus more an epithet than a name. Again comparing to Greek mythology, it would be as if we only knew Zeus as "the thunderer" (Brontios).

So we don't actually know very much about Celtic mythology, and while we know significantly more about Norse mythology (for example, it is often possible to correlate names and scenes to iconography) what we know is complicated. Still, you are correct that in both cases we know more than for Slavic and particularly Baltic. The major thing that sets the Celts (Irish, really) and Norse apart from the Balts is that they were self-Christianizing, that is, they were not conquered by a Christian power. In particular we know about Norse mythology largely from Iceland, which adopted Christianity by vote and was pretty lax in terms of formalism and conversion. Ireland likewise adopted Christianity through its own processes (although obviously not free from external pressure). This means that for both Christianity was not a tool of conquest, and non-Christian belief was not a sign of resistance to be stamped out.

While the Slaves were also to a degree self Christianizing, but there was also a great deal of coercion, particularly in regards to the Northern Crusades. When Iceland converted, there wasn't an unstable and threatening frontier with a non-Christian people of the sort that the early Slavic Christians had, and so the fault lines of "us" and "them" along religious lines weren't really drawn. So I think the key is that the degree to which pre-Christian beliefs and stories survive is directly correlated to the degree to which conversion was internal and the degree to which non-Christian was threatening.

Much of what we know about norse mythology comes from the Prose & Poetic Edda, several centuries after the christianization of scandinavia. Without that, we might not know more about scandinavion mythology, and what we know is very difficult to extract from a culture that has been thoroughly christianized. This results in the illusion that we know what pre-christian norse mythology is like—this is actually a fairly open mystery.

So, in two parts of an answer: We don't know very much about "true" norse mythology, and what we do know very much hinges on the two eddas, which has the convenience of producing a 'canonical' reference for the belief system. I would actually argue that we don't know much more about the norse mythology than we do about slavic and baltic mythology.

I can't speak to the celtic beliefs, but my understanding is that we don't know much about them before britain was thoroughly christianized either.