Obviously, even pre-Christian Nordic religion isn't particularly well known, but we seem to have a good idea of who the important gods where and what religious practices where. Whereas with other pre-Christian European religions, whether they were generally converted earlier (Ireland) or later (Lithuania), we know much less.
I can talk only about Finnish paganism, which differs somewhat from other Nordic pre-christian beliefs.
Finnish as written language was created and standardized by churchman Mikael Agricola (who was a student of Luther) in the middle of the 16th century. This was direct result of Luther's teachings and King Gustav Vasa's decision to turn away from the Pope and reform the church. Every man had to have a chance to read the bible in his own language and this drove Agricola to translate New Testament, psalms and other religious texts. In Book of Psalms, he is first one to record Finnish pagan gods and traditions:
"Epejumalat monet tesse / muinen palveltin cauan ja lesse. Neite cumarsit Hemelaiset / seke Miehet ette Naiset. Tapio Metzest Pydhyxet soi / ja Achti wedhest Caloja toi. Äinemöinen wirdhet tacoi / Rachkoi Cuun mustaxi jacoi."
Text is still understandable in modern Finnish and first lines translate roughly like below. He goes on and lists total 24 of deities from different parts of the country.
False gods here are many / worshipped in far away and near. These were bowed by the Tavastians / men and women. Tapio granted game from the forest / Ahti gave fish from sea. Väinämöinen forged the hymns / Rahko turned moon black.
Area of Finland had been converted to Christianity (at least somewhat) just a couple of centuries before and local folk traditions and songs were still common in many parts of the country. Basically everyone knew at least couple of ordinary spells that were for example song before fishing. More proficient soothsayers used more complex spells, which for example told the origin of iron when trying to stop bleeding. Some of the known customs and spells that from this period were mentioned in court records, where the accused witches were forced to reveal holy places and magical songs. These songs and spells were now recorded, although not in bright circumstances. Also the Swedish court system improved a lot during this time and archives still exist.
Still, Finnish as a written language had improved little by the early 19th century and most most people could only read somewhat. Although many of the pagan customs had been forgot, folklore was still told though songs and poetry in backwoods (especially on Karelia). This is the time where most of the knowledge comes from. Academics like Zacharias Topelius, Elias Lönnrot and Julius Krohn started systematically collecting and recording these poems in Finnish. This was fueled by nationalistic ideals and examples from Germany, where collecting folklore started some time before. This of course culminated on Kalevala, the national epic of Finland which consist over 22 795 verses of folk poetry and stories.
So all in all, I personally think it's the combination of late introduction of Christianity, remote location, early standardization of written language and strong song and poetry traditions that kept these traditions alive and known to this day.
I can't talk Irish but Slavic is easy - we simply lack resources. Unlike in Scandinavia people in Christian Slavic countries like Poland or Kievan Rus didn't really bother writing down about myths of their ancestors beside an odd legend here and there. We can infer that Slavic mythology was as rich as Nordic or Greek but since Slavic people didn't develop writing themselves during their pagan times, and Christians didn't think it's worth recording, we don't really know much about their faith.
Iceland would by my guess. Without Iceland, Nordic paganism might have been just as elusive and forgotten as Slavic or Finish!
Iceland is a very unique place you see! Small population, one people(at least in their context) descended from culturally similar Scandinavians and relative isolation!
Just the right amount of isolation(among other factors) to keep the old Norse literary traditions that 'died' in mainland Scandinavia going, and subsequently a lot of the stories and pantheon alive through that!
Isolated enough to make that underlying foundation(late Christening, too far away for significant cultural loss) grow into the tradition that gave us most of the Sagas(where we get 90% of all our Norse knowledge)!
So being isolated meant that not only do you get keep more of the 'old' ways and knowledge that otherwise kinda fizzled out on the mainland, but also gave them further incentive to carry those traditions(literary in this case) onward!
That's not to downplay the earlier contact between the Scandinavians(or even Germanic peoples as a whole) and the Romans to the later Christians of central Europe, because we have learned(or confirmed) bits and pieces about Scandinavian way of life(religion incl.) from those earlier works.
Its also important to note the 'Vikings' and their influence on the greater European/Near Eastern world! They were powerful and influential enough to live a mark through both warfare, conquest and trade! This was maybe their downfall too, as their influence grew so much that the Scandinavian warlords/kings etc. fighting in the South came across Christianity and its power earlier than had they stayed isolated!
Christendom's spread in Scandinavia were no doubt accelerated by their own peoples(kings etc.) thirst for greater influence and power as 'converting' not only yourself but also your subject would give you far more influence with the Christian nations of the South and thus so, more power in the North! You could gain vast resources and allies through this type of 'diplomacy'! And they did!
Scandinavian kings were maybe the primary force behind the 'premature' Christening of Scandinavia, and subsequently I think, the 'death' of the old ways(traditions, cultural practices etc.).
Again, Iceland stayed relatively isolated during all this. And thank the gods for that!
I hope my comment did at least come across somewhat coherent! I am pulling an all nighter(28th hour and feeling weird) so that might clouded my mind 'somewhat'. I hope its not too hard to read, wish I could do this in Norwegian :)