Thinking about Alaric Stark and the desire to preserve the Old Gods made me think of paganism’s disappearance from Christianized Europe. When and where was the last redoubt of indigenous religion in Western Europe?

Good question! 

I suppose the answer is whether by paganism you mean the organized, urbanized cults of the Greco-Roman world or the polytheistic religions of the non-Roman world.

Dating the decline of the former is a bit tricky: paganism certainly outlived Constantine I (although he did create certain barriers to pagan institutions); it was badly damaged under Constantius II, who pursued a more active program of anti-pagan legislation; Julian the Apostate lead to a brief restoration andf then relative toleration under Jovian, Valentinian I, and Valens; then Gratian and Theodosius started the anti-paganism machine up again; then there was a revival of paganism after the death of Theodosius, amd so on. Some scholars use 529 CE as the end-date, based on the closing of the Academy of Athens.

The latter persisted a lot longer. Charlesmagne was fighting Saxon pagans in the 8th century; when the Danes conquered northeastern England and established the Danelaw in the 9th century, with the last pagan king of Northumbria in the mid-10th century; Scandinavia took a long time to be Christianized and you see archaelogical evidence of paganism into the 13th century; Lithuana wasn’t Christianized until the 14th century; etc. 

Generally, the further east and north from the Mediterranean you go, the longer paganism held out.