For the early history, you might check out Richard Fletcher's The Barbarian Conversion: From Paganism To Christianity, which describes the Christianization of Europe, from how city-based early Christianity spread into the Roman countryside to the conversion of various "barbarian" tribes by a mix of persuasion and force. Sources from the time can be pretty sparse, but Fletcher integrates archaeology and traditional history with a judicious parsing of hagiographies to present a full, readable but thoroughly researched history.