Let's unpack this a little bit. I'm going to focus on Anglo-Saxon England as that is where my expertise lies (though there is some continuity with Roman and pre-Roman times).

What constituted a sacred space in Anglo-Saxon England? You explicitly mention sacred groves and ritual sites, but what did these look like actually? Sometimes these sacred spaces were indeed forested areas, or at the very least were given names that indicated the presence of sacred stands of trees. This topographical archaeology, using the place name of a particular site to try and determine its purpose. For example towns with the name of burh, burgh, etc... in England often correlate to the locations of Anglo-Saxon fortifications. This also applies to sacred spaces, including groves. The presence of names that indicate Anglo-Saxon deities (or later Norse deities) are often combined with words that indicate stands of trees or hills.

Other sites were different however. Certain wells, rivers, bridges, and other water based sites were also the focus of devotion. There is evidence of some sacred wells that remained in continuous use all the way back to pre-Roman times and up through the Christianization of the Anglo-Saxons, whereupon the sites were "Christianized" by plopping a church or a saint's shrine nearby to appropriate the sacredness of the pagan site.

But what did these sites look like? When we imagine pre-Germanic sacred spaces, we often make assumptions, stands of trees after all capture the imagination quite well as a sacred space, as do wells, and even certain structures, stave churches in Scandinavia for example might (MIGHT) have their antecedents in pre-conversion structures. However this is a bit broad, and there is a lot that still remains unanswered. Were these areas cultivated to encourage the growth of certain species? Were there similar sacrifices as recorded by Adam of Bremen at Uppsala in Scandinavia? Were these enclosures of trees incorporated into other structures or free standing? Many of these questions are difficult to answer, and its entirely possible that there was no single standard that held true across the broader religious landscape of post-Roman England.

Sadly textual sources do not help elucidate these areas either. The Venerable Bede, writing a generation after the end of conversion to Christianity, gives two examples of pagan temples/structures, but very little description. One in Northumbria that according to Bede had a high priest who converted to Christianity rather readily and destroyed his own temple, and another in East Anglia that housed shrines to various deities including Jesus Christ. As for the specific construction, design, size, etc... of these buildings, very little information survives.

Now as to the fate of these sites... Pope Gregory the Great wanted there to be as much continuity as possible in the religious lives of the people who converted to Christianity. It was he who requested that pagan temples be incorporated and re-dedicated to God, however there is not one example of this actually happening in England, not one. Many Anglo-Saxon churches (and presumably the prior temples) were built out of wood so they have not always survived, but even the surviving Anglo-Saxon stone churches give little evidence of being built on top of pagan structures. Some pre-Christians sites were put near older sacred spaces, but never in the exact same place. This seems to have been a bit of a fine line to be threaded, Christian authorities wanted to retain some semblance of continuity but want to avoid using the specific location because of its pagan connotations. Indeed many of the pagan sites became marginal territories according to Robin Fleming that saw limited use. Pagan sacred spaces later became dumping grounds for the bodies of executed criminals such as hypothesized witches or perhaps murderers.