Or were they seen more as folklore, like, for example, Holger Danske or St George and the Dragon?
Yes, they did. The god Freyr was popular in Sweden, and had a huge temple at Uppsala. According to Adam of Bremen, a Christian historian, the temple also had images of Thor and Odin, flanking a central image of Freyr. (He was considered an ancestor of the royal family, making him the main god.)
The temple, which Adam describes as something like Roman ones, was probably uncommon, but sacred fields and groves were set aside for various deities, and sometimes the name of the place reflects this, i.e. Odinsve, which might have been a shrine or simply a space dedicated to Odin.
All this makes it sound as if Thor had no cult, but his hammer was a symbol of blessing, and the sagas record the Icelandic settlers' devotion to the thunder-god.
Further, Snorri Sturluson's Heimskringla describes the gods as mortals, but still tells how people made offerings to them after they "died", his way of rationalizing the sacrifices that people had offered to them before Christianity took over.