This is an extremely tricky question to answer, because quite simply we do not have historical sources that talk about religious practices without some kind of input from the Roman Empire, or earlier Greek influences. Literacy, as in the relatively widespread ability to record knowledge in writing for posterity is largely an invention of the Latin Church in most of Europe, or a holdover of Roman imperial administration. Writing systems such as runes did develop, though heavily influenced by writings systems in Italy, but they were ill suited to long records and were only ever utilized by a tiny minority of the population. Indeed most rune carvings, that aren't Christian (which most of them are), say very very little and more akin to epitaphs or landmarks than actual records of practices.

Lets take Norse paganism as an example.

We actually don't know nearly as much about Norse heathenry, or paganism, as it seems at first glance. All of our contemporary and roughly contemporary sources on Norse religious practices are Christian, Latin Christian at that, writing after the end of the Roman Empire and the conversion of the former Imperial heartlands to Christiana, and thus are pretty biased against these pagans.

The famous description of Norse sacrifice at Uppsala for example comes from a German bishop who had a vested interest in playing up their savagery and barbarism. The account of Ibn Fadlan of the Rus's funerary practices comes long after the traditional end of the Roman empire in the west and is likewise heavily colored and difficult to take at face value.

However when most people think "Norse mythology" they go to the sagas. These books are also pretty unreliable when trying to reconstruct pre-Christian Norse beliefs. They were only compiled centuries after conversion by a Christian society, and so they cannot be held to be the immutable truth of Norse religious practices. Furthermore they're not necessarily reflective of wider beliefs in the Norse world. The version of this religion as seen in the sagas is just a fragment of one society's remembrance of these traditions and practices centuries after conversion. If all of this sounds like it makes the sagas perhaps not the best source, that's because they aren't.

Archaeology is extremely useful but very limited. It can tell us about specific figurines, pendants, burial practices, and so on, but it's impossible to really construct reason and motive. It provides a solid basis for speculation, but cannot provide anything definitive.

Now strip away all of those biased sources and you are left with basically what is left to historians, as far as textual evidence, for Anglo-Saxon paganism which did at least exist at the same time as the Roman Empire (so did Norse heathenry but that's a separate problem with the Byzantines). The only source that even touches on possible Anglo-Saxon pagan practices is Bede in his History of the English Church and People.

Much has been dissected from what he mentions. He talks about one instance where a high priest converts to Christianity, and bears arms and mounts a stallion, to destroy the temple he formerly oversaw. However efforts to reconstruct an entire system of religion from this biased mention seems a little....poorly thought out. There's no reason to assume what may have held true in one specific kingdom was true of others. This hasn't stopped historians from trying of course. Robert Chaney lays out some quite plausible ideas on Anglo-Saxon religion, particularly the role Kings may have played in religious life. However much of his work is outdated and under increased scrutiny.

Some aspects of Anglo-Saxon beliefs can still be gleamed though. Kristopher Poole argues quite convincingly for the centrality of horses and horse consumption as a central activity in pre-Christian England. The importance of horses is also quite well attested throughout Germanic cultures, from Tacitus to the Sagas, so this is a reasonable inference, but none of this comes directly from contemporary or un-influenced sources.

But, enough about Scandinavia and England, what about Egypt? Egypt was the site of an incredibly antique pagan religious tradition that stretched back to time immemorial, so what happened to it?

Egypt in Late Antiquity was animated vibrant monastic traditions, intense theological debate and scholarship, and religious conflict between the rising Christian population and pagans. However the influential pagan groups of Late Antiquity were not traditions that stretched back to Pharonic Egypt, worshipping Set, Osiris, and so on. In Alexandria there were prominent cults that incorporated some native Egyptian figures like Isis, and later Hellenistic deities like Serapis, but the Isis cult was widespread in Late Antiquity, and Serapis a recent addition. There was also a large Jewish community in Alexandria with a great deal of influence and prestige attached to it. However in Late Antiquity the most influential pagan cults were Neo-Platonic groups and the mystery cults such as Mithraism and Isis worship which as I mentioned were popular across the Empire. But what about the famous gods and goddesses of Egypt that we all know and love from Age of Mythology and documentaries?

Ancient Egyptian religion is stereotyped as being incredibly conservative, changing little over the millennia that it was practiced in the Nile Valley, and this is misleading. Religious changes happened in Egypt as they did anywhere else, and the practices, important deities, and cultic sites was always subject to a certain amount of ebb and flow over the course of history. In general a few things can be said, but we should acknowledge that these are generalizations. The religious practices of the Egyptians had adapted well to the intrusions of the Persians, Macedonians, and Romans following the end of native Egyptian rule for centuries by the time of Late Antiquity, but these same tradtions and practices vanished rather rapidly in the third-fourth centuries. So what happened to cause these millennia old traditions and practices to disappear so quickly? There are essentially two stories to tell here. One of the "official religion" that would be familiar with priests, temples, and state support, and the other is harder to describe and has to do with the rural communities that you might assume would have resisted conversion for longer than urban centers in Egypt.

The institutionally supported temples and the "Religion" of Egypt was essentially over by the end of the Fourth Century AD, and its demise took the religious beliefs and practices of Pharaonic Egypt with it. This is because the religious traditions of pre-Hellenistic Egypt had been inexorably linked with governmental support for the temples, priesthood, and so on. Once this pipeline was shut off, the whole system collapsed on itself. In its place Christian institutions, now with state backing, quickly began to assert themselves in Egypt. This is when the temples of Amun and Ra and so on were closed either through direct state action or through lack of resources to support themselves following the withdrawal of state support. On top of this there were several waves of iconoclastic violence that demolished or severly damaged many prominent pagan temples in Egypt, both those belonging to traditional religious cults as well as more recent cults.

Undoubtedly in some rural areas there were still more traditional and conservative practices going on, but in the face of Christian dominance over Egypt they eventually disappeared, having been reduced in status and importance for some time. It is extremely unlikely such "pagan" communities survived the end of Roman authority in Egypt, much less survived into Islamic times in Egypt. Numerous laws passed against public practice of pagan religious traditions were issued under later emperors and temples were closed, festivals ended, and Christian institutions supported in their place. It is really impossible to tell when the last household or family stopped their traditional practices and embraced, or at least accepted, the new religion sweeping the countryside, but evidence of Egyptian indigenous religious practice peters out by the 4th century in Egypt as I mentioned above. However there is a second act to this story. In the area of Philae, south of Ancient Egypt, traditional practices continued for a few more centuries following the end of the religion in Egypt proper. The temple to Isis here was only closed in the 6th century by Justinian the Great. At this point it is assumed that population assimilated into Christian practices found in Egypt proper. The idea that these practices and beliefs survived the end of Roman authority in Egypt, following either the Persian Conquest of Egypt from the Eastern Romans in the 7th century or the subsequent seizure of Egypt by Islamic forces shortly afterwards belongs in the realm of fiction.