As I understand it the vikings would of had contact with the greeks who had plays, yet they never wrote any (that we know of I suppose). I would think it would be natural for them to have plays as they had the oral tradition of sagas which could of been adapted to a play format. But no, it seems the vikings didn't have plays, nor did the Gauls, or the natives. Why did theatre not take off in these other ancient civilizations?
Your timeline is a bit off. The Vikings were active starting in the 8th century CE. The Roman Empire in the west fell in the 5th century CE. The Vikings would not have had contact with classical Greece or Rome or if they did, it would have been indirect, through Germanic or Slavic tribes, though this would have made cultural exchange limited.
Vikings definitely had contact with the Byzantine Empire through the establishment of Kievan Rus' (a Viking/Slavic federation of tribes) with the most important developments being the adoption of Orthodox Christianity and the development of Cyrillic. I couldn't find any evidence of the plays being put on in Kievan Rus', but it seems somewhat unlikely that it would have been a prominent cultural import as many Greek and Roman plays had prominent pagan religious themes, which would not have been promoted by the Byzantines or Kievan Rus'.