Although slaves aren't specifically mentioned, Odin's burial laws tell us that "every one will come to Valhalla with the riches he had with him upon the pile":
Odin established the same law in his land that had been in force
in Asaland. Thus he established by law that all dead men should
be burned, and their belongings laid with them upon the pile, ...
The myth you're looking for is first outlined in Hesiod's Theogony.
 For when the gods and mortal men had a dispute at Mecone, even then Prometheus was forward to cut up a great ox and set portions before them, trying to deceive the mind of Zeus. Before the rest he set flesh and inner parts thick with fat upon the hide, covering ...
Blood and poetry.
Before I go any deeper, I want to clear up a misconception: Thor is not really a god of thunder. Yes, he does generate it, but his main function is as guardian against the forces of chaos (which goes directly against how gods of thunder storms are portrayed in some RPGs).
The main sources for the worship of the Norse gods are the ...
The story is known only through Hávamál, a piece of poetry from the poetic Edda, in which it takes up two stanzas. The relevant here is stanza 138:
Veit ek, at ek hekk
vindga meiði á
nætr allar níu,
ok gefinn Óðni,
sjalfr sjalfum mér,
á þeim meiði,
er manngi veit
hvers af rótum renn.
I think it's safe to say that at least the Norns knew the language of the runes from the Völuspá:
There stands an ash called Yggdrasil,
A mighty tree showered in white hail.
From there come the dews that fall in the valleys.
It stands evergreen above Urd’s Well.
From there come maidens, very wise,
Three from the lake that stands beneath the ...
According to Apollodorus,
[VI. ZEUS CONFIRMS THE DIVINE PRIVILEGES OF HERMES.]
And Zeus made Hermes his personal herald and messenger of the gods beneath the earth."
It says that Zeus had to make him into his personal herald, and messenger, but there's no way that
[II. HERMES STEALS APOLLO'S CATTLE.]
Though he was laid out in ...
There's also an interesting Eddic poem called Sigrdrífumál in which the valkyrie Sigrdrifa instructs the hero Sigurd in runic magic. (Sigrdrifa, Victory-Bringer, is often identified with Brynhild, so it is possible she learned the runes from Odin, her former patron. The poem does not mention this, however.)
This falls under the idea that it is an honor to be a sacrifice for the gods.
On film that may be worth looking at is Pasolini's 1969 film Medea. The film opens with Medea's royal family sacrificing her brother so the crops will grow. As I recall, the brother is smiling.
A good contrast is the 1973 film The Wickerman, which is partly an adaptation of ...
I've always thought it falls under Frazer's concept of Sympathetic Magic. In Ancient Greek, the idea of the lifeforce is bound with words related to breath or wind: ψυχή (psuke) and πνεῦμα (pneuma), specifically. Thus, releasing the life force, or breath, from Iphigenia's body raises the winds to sail to Troy. Likewise with Polyxena for the ride back.
Given the amount of influence both ways, I'm surprised you didn't include Norse/Germanic mythology as "near enough" in your question.
Within it, there are two stories of sacrifice that contain several parallels to the Christian story.
The first, and more literal and obvious of the two, is the story of Baldr. While not sacrificed, he was slain and is said ...
Homer nowhere mentions any sacrifice of Iphigenia, and debate is ancient on whether the “Iphianassa” whom Agamemnon offers as a potential bride to Achilles, at Iliad 9.145 & 9.287, is the same person. Since nowhere have I found any hint that Achilles was necrophiliac, this offer clearly implies that the daughter in question was still alive so ...
Not sure if this is what you're looking for, but it looked promising.
"Odinn and His Cosmic Cross" (pdf)
The term used is sjalsforn (self-sacrifice). "...sjálfsfórn contains metaphysical concepts found in religions across the globe..."
"This work will broaden the discussion ...
My esteemed brother-in-law just emailed me an answer. He wrote:
Shalsheleth Haqabbalah may not be as good as a bona fide dead clock
which (assuming it is analog) is exactly correct twice a day, but note
Clement of Alexandria in Protrept. I 2, PG VIII, 76a.
Although there we see the removal of the heart, the consumption of
bile may well be ...
Going from a non-literary standpoint and into a metaphorical one, one could figure it was like the gods' version of making someone walk "barefoot on broken glass" to get what they want. A lot of them didn't want Troy to fall, so when they made that ultimatum with the wind, the idea was Agamemnon would see it as 'not worth it', but at the same time, they ...