While Christianity was undoubtedly the dominant faith in Europe and had been for centuries by the later middle ages were there any pockets of old beliefs that had either wholly resisted conversion or had partially integrated in a kind of syncretic​ folk religion?
The question you posed is so large (and important) that it merits several monograph length responses.
That said, there are a few points I would make that could point you in the right direction. We need to remember that the Christianization of Europe did not occur in a uniform fashion and took, as you rightly note, many centuries to effectively overtake local indigenous belief systems and folk/animist traditions. One scholar named Peter Brown has argued that when we think about Christianity in the medieval world, rather than thinking about the sophisticated orthodoxy produced by the ecclesiastical elite in the great monasteries and universities of Europe, we need to imagine something more roughly defined and complicated.
He uses the term "micro-Christianities" to describe this phenomenon, which essentially refers to the local tendency to rearticulate or reimagine Christian ideas in locally contingent ways. Local peoples in Languedoc and Anjou might be Latin Christian, but at the level of the local village they might have significantly divergent views on Christology, the nature of the Trinity, or the role of the Saints in intercessory prayer. Many priests were barely literate, and simply apprenticed beneath the currently serving parson and learned by rote the Latin prayers. While universities, monasteries, and Cathedral schools existed, formal seminary construction, as we know it today, did not begin to emerge until the sixteenth century. European clergy at the village level could therefore develop significantly heterodox views over time through no fault of their own.
This may not be due to any intentional desire to oppose orthodoxy as we see in some formal heretical movements. In some cases this could be simply the consequence of previous "pagan" or folk traditions intermingling with the new faith in novel ways. To take an example, the linkages between the use of saint medals as miraculous objects with "magical power" and antecedent forms of amulet worship. People were accustomed to using sanctified physical objects to effect metaphysical cures or miracles. The substitution of holy relics and saint medals was likely not an enormous intellectual departure given the degree of continuity in practice. There is a long tradition of "Christian magic" in Latin Christian Europe, and it is absolutely related to the selective incorporation of past religious and folk practices into the new faith.
All of this is to say that the gradual victory of Christianity over "pagan" belief systems and folk traditions is not the end of the story. Many of these traditions survived, and became part of the local fabric of Christianity lived and practiced by common people. As we move into the thirteenth century, and see the rise of the mendicant orders such as the Franciscans and Dominicans, the institutional Church gradually developed a greater capacity to promote orthodoxy with a greater degree of clarity and coherency to the periphery of Latin Christendom, but even then we must recall the immense geography of Europe, the isolated nature of many communities, and the significant amount of time that could elapse between visits to local communities by religious authorities.
Nice post by /u/Trinity- I agree with the point there that the question "merits several monograph-length responses."
One of the things the neo-pagan movement often overemphasizes or projects into the past as a false construct is the idea that "pagan and crypto-pagan traditions and beliefs" survived intact, self aware as a hidden religious practiced in secret so that the Christian Church wouldn't find out. According to that narrative, the neo-pagan movement is emancipating a hidden, secret religious tradition, the adherents of which no longer feel needs to be practiced in obscurity.
There is absolutely no evidence that any pocket of at least western European peasantry understood that they were maintaining a pre-conversion system of belief and practice. That said, there is enormous evidence that the European peasantry in general preserved aspects of their pre-conversion beliefs and practices without being necessarily aware of what this represented - or that it was in any way antithetical to Christianity.
Several books by Carlo Ginzburg from the 1960s through the 1980s go along way toward describing these sorts of remnants of former times. Ginzburg probably takes it too far to the side of self-awareness. There is no question that the Church often expressed concern over certain beliefs and practices and that the peasantry in various places and at various times felt the need to be a bit discrete, but Ginzburg sometimes goes a step further, suggesting that there was a bit more self awareness in the process on the part of the peasantry - that there may have been some sort of dim awareness in the late medieval period that they were practicing something that went back to the time before conversion. I don't see it that way and Ginzburg was teasing insight from primary sources that were not always yielding as much as he wished. That said and even if that were the case, European folklorists were not able to document anything of the kind among their pre-industrial informants in the nineteenth or early twentieth centuries.
A well-documented instance of Church vs folk belief occurs in the relegation of various supernatural beings such as fairies, elves, huldrefolk, etc. to either the realm of Satan or to a gray in-between zone. While the Church would have preferred to place any supernatural entity not mentioned in the Bible as affiliated with God and Jesus into the evil domain, the folk frequently told stories about signs from God that left the door open for Salvation for many of these supernatural beings of folk tradition. The folk, here, were maintaining a pre-conversion belief system that placed these supernatural beings in a world that was neither good nor evil but that was dangerous and demanding of respect and caution. The Church failed to have its way, but on the folk side, the people had forgotten why they believed this.
One thing that comes to mind are the practitioners of crypto-Jewish traditions in New Mexico. These people were driven into secrecy during the inquisition; they practiced (and often continue to practice) Christian traditions in public and Jewish traditions in private, but within a few generations, they apparently forgot that these were Jewish traditions even though they maintained the practices.
The analogy, it seems to me, fits what typically happened in Europe. Granted, European conversion presented hundreds of more possibilities than occurred among New Mexican Jewish refugees, but in general, that it the sort of things that generally occurred.
What about small isolated pockets being very late to conversion, like Lithuania or rural areas of Sweden? When were the last areas Christianised?
The Germanization of Early Medieval Christianity: A Sociohistorical Approach to Religious Transformation by James C Russell is often cited as a giving an insight into the blending of pagan/heathen traditions and practices.
I'd be interested in the perspective of the commenters here about the value/accuracy of its approach.