My guess is that the last organized pagan communities would have lived somewhere in the Baltic region before the northern crusades, but were there others? Were there records of "underground" groups that continued to practice pagan traditions in Christianized nations?
For the most part, there were a lot of areas that resisted primarily because they were so far removed from trade and social pressure. Some of these examples being Norway and Iceland. The works of Snorri are supposedly written during the first wave of Icelandic nobility, around 1200CE. This was important, because the nobility system played a major role in forcing Christianity in, and paganism out. The concept of divine rite being crucial for maintaining a nobility system also gets interesting when you look at religious connections and the eventual decline of the nobility systems.
Another place I might recommend looking would be up around the isles of man, the Sami, and the highlands.
For information on the Norse move toward the nobility system, I believe that's covered in "Vikings" by Gwyn Jones.
A third option, which is increasingly problematic for historians, is if you are counting esoteric works to document the continuation of paganism. If you are, paganism never stopped.
If possible, I'd like to address the Baltic states as well as Poland and Lithuania here. The second portion of your question is perhaps the most interesting, because many of these sudden appearances of paganism were not, in fact, some subversive cult appearing out of nowhere, or a group fighting against the Christian social structure with active religious resistance. Paganism, of course, spans numerous traditions, sects, and so forth, and most of the recurring pagan traditions after Poland's official Christian conversion (generally agreed upon as 966 with Mieszko I's conversion) can be divided into acts among the nobility and acts among the "common" population. Prazmowska's "A History of Poland" delves into the pagan backlash in Poland in the early 11th century, and suggests that the uprisings were a combination of religious AND political disobedience.
In a way, that reflects the paganism of the nobility during these periods, too. You have several leaders in Poland and Lithuania (including the Lithuanian king Mindaugas) renouncing paganism for a brief time, perhaps to alleviate the pressure of Christian groups - including the Livonian Sword Brothers, and, in the case of Prussian tribes, the Teutonic Order - operating in their territory. Of course, a leader's conversion was generally the "beginning of the end" for their people's old practices, so it's fairly significant when leaders break away from that and decide to formally return to paganism, or to allow the people to practice their pagan customs (sacrifice, seasonal festivals, so on and so forth) without punishment. The latter was the case in Lithuania, which not only condoned paganism, but persisted with their beliefs as a state-supported religion WELL past most surrounding nations. Although it's often more cursory on this subject than you might like (in recognition of the "underground" portion of your question), Terry Clark's "Lithuania" is a great introduction and context guide to the situation.
If you're looking for crazy stories about paganism persisting and being suppressed into the 13th and 14th century, I highly recommend one of the topic's best works, which is Eric Christiansen's "The Northern Crusades." It delves into a lot of lesser-known (and perhaps startling) clashes between the Teutonic Order and the Old Prussian tribes, and in some ways, addresses the point that paganism was both a political and religious component to these societies. Paganism didn't bar the keeping of slaves, polygamy, and so on, which led many of the crusaders in these regions to actually deny baptism (or charge for the service) to keep their own servants from the populace. Conversion was an active means of securing land for local nobility, so some Baltic nobles (and collaborators from lesser ranks) were readily willing to shed their pagan identity.
Perhaps most pertinent to your question is a document known as the Treaty of Christburg, which outlines the rights of the Baltic people in 1249. It's an interesting source, because it actually deals with "common people" and their brushes with pagan traditions and "underground" practices. It guarantees several rights to Christian converts (many of whom were, as previously mentioned, being abused by the Order against papal instructions), but suspiciously leaves out many rights for the pagan people. Interestingly enough, it actually names a pagan deity that the converts are no longer allowed to worship, which suggests that Christian conversion didn't always mean an automatic jump to monotheism. Some of these communities accepted Christianity but continued to perform animal sacrifice or other rituals (such as cremating horses or valuables with deceased family members). In this way, it's kind of hard to distinguish paganism as a sole entity from an "aspect" of the identity among the local peoples. In some ways, it represents a secular component of their daily behavior, and several of these traditions (not necessarily involving bloodshed or funerary rites) are still very much present in modern Lithuania, where the Romuva faith is based.
The follow-up caveat to this, naturally, is the fact that we can't always trace these undergrounds spurts of paganism. The history of non-nobility is almost always more difficult to find, since recording their lives wasn't a huge priority for most of these cultures, and Henry of Livonia's Chronicles (unfortunately hard to find in e-book format in English) are probably your best bet for finding more obscure tales of interactions between the Teutonic Knights and pagan people living in these regions. Christian conversion may have gone significantly more smoothly in other regions because of the use of political pressure on the leadership and, in turn, the people, but as we can see, some areas of the Baltic region were introduced to Christianity by force, and there was an active "pushing back" with military resistance. If we keep that in mind, and do the dreaded act of speculation, we can probably imagine that several Lithuanian, Baltic, and Polish communities did have pagan traditions and "underground" activity, but we can't say it definitively for all areas, and we can't know the degree of their paganism. Did they worship specific gods and make offerings, or did they simply practice modified (read: Christian-accepted) versions of past rituals, like many Slavic countries do today? It's a tough question to answer, but hopefully makes some sense.
Anyway, feel free to ask more specific questions about these regions if you like - the Livonian, Prussian, and Wendish crusades are massive topics, and if needed, I can scrounge up more sources I used for this answer. Hope it helps!
EDITED to add information about Henry of Livonia and make some minor grammatical changes.