(Specifically Scandinavia, Iceland, Finland, Gotland, Baltic lands, and Russian Slavic lands to the east of the Baltic) I am aware of recorded paganism in Henry of Livonia's Chronicle of Livonia (i.e. Taara, and idolatry) and The Chronicle of Novgorod (i.e. Perun, Simargl, Mokosh etc.), but any other knowledge on paganism from these regions would be much appreciated.
1Prussia, on the Baltic sea, wasn't christianized until well into the 1200's, when it was subjugated by the Teutonic Knights.– Mzee WatkJan 1, 2020 at 1:42
Well, sources for Scandinavia during that period are generally scarce, so it is hard to say for sure. Most of Denmark, Iceland, Norway and Sweden, as well as the other colonies in the northern Atlantic, were at that point rather firmly Christian. There are a few practicers of pagan worship from later centuries, including the late 15th century churchthief Ragvald Odenskarl, who said that he worshipped Odin, but it is hard to say for sure how widespread such things were.
We can be more sure that many of the Sami people in northern Scandinavia were still pagans; we have many accounts from latter centuries of attempts to spread Christianity to them, for example by Margareta, who herself was a convert. Most of what we know of Sami myths is recorded much later.
Furthermore, Finland was at best partially Christianized. Early 13th century is exactly the period when we start to get sources dealing with it, due to the Swedish kings beginning to establish domain there, culminating in what is known as the second Swedish crusade. Primary sources for the process are mainly a papal letter, and the much later Eric Chronicle. Neither of these show any particular interest in the belief of the Finns.