One of the problems with your question is your use of the term "religion" - which carries with it an anachronistic view of faith and practice, projected back onto a pre-literate society. In some ways it would be better to ask about key differences and similarities in the belief systems of various North Sea people, since without a written text and consistently-formal religious institutions, what existed in these societies did not resemble modern religious structure.

First of all, change is inevitable with belief systems - even when they seem codified by a text and institutional practice (into something that we would call a religion). Religions and belief systems are fluid. They change over time and space, and so it wouldn't be possible to describe a single Viking or Anglo-Saxon belief system if one had a great deal of ethnographic information or primary sources. We would be talking about broad trends with the specifics shading the story with individual examples that would be very different from one another. The evidence would lean toward a great deal of variation from place to place, decade to decade, and even person to person.

The next problem is with existing sources. Little is preserved from before conversion and the adoption of a system of writing, and so we are forced to peer through the clouded lens of Christian writing about previous faith and practice. This is augmented by archaeology, place names, and a few snippets that survived from a previous time, but the dots are very few and difficult to link in a meaningful way. What we end up doing, more often than not, is to recognize similar names and references to stories, etc., and then to conclude that there seems to be a similar backstory shared by various North Sea people. That process works with apparent references to similarities, and it is used to yield a narrative for these people as a whole. But it is an inherently flawed methodology, since it builds on a weak foundation.

Because that process considers similarities more than differences, it is enormously difficult to answer your question, with its focus on what made them distinct. Since we generally work with references that seemed shared to understand the whole, the methodology is even less able to point out differences.

That said - and going back to my original point about the fluidity of belief systems and religion - we can assume that there were considerable differences between Anglo-Saxon and Viking-era Scandinavian belief systems. Getting beyond that general statement into specifics is a difficult if not impossible task. However.

We have an AMA on this topic in a few days of you don't get an answer here.