Much of the public is given the impression that Christianity became the official religion of the Roman Empire under the reign of Constantine. Though it is hard to deny that it was the favored religion, especially by the end of his rule, modern ideas of the “official” religion of a given state are somewhat anachronistic for this period and place. In The Last Pagans of Rome Alan Cameron argues that the true death-blow to non-Christian religions in the Roman Empire occurred during the reign of Gratian, 50 years after Constantine, with the cessation of subsidies to the traditional religion (a contrasting view is that elite paganism was vital as a public force up until Theodosius the Great’s conquest of the Western Empire).
In The Final Pagan Generation the author reviews the almost imperceptible change that occurred in the lives of the Roman elite, who looked back to a continuous cultural lineage that drew from the late republic. These elite men and women exhibited passivity and complacency, as the norms which had come before would presumably obtain until the end of time. What they did not understand is that there are periods when societies go through rapid changes, so that a rupture occurs between the past and the future in the span of a lifetime.
Whether you think elite public paganism lost its vitality in the last decades of the 4th century or sometime in the 5th, the reality is that it was a spent force by the time Justinian began his the marginalization of the last of the Neoplatonic philosophers around 500.
Of course, this does not mean that sub-pagan practices did not persist among the European peasantry for centuries. But the reality is that they were at least nominally Christian, and a coherent sense of traditional religious identity apart from that outward affiliation did not exist (at least after Christianization).
Which brings me to the people of the Mani peninsula, in the southern Peloponnese. This isolated region was reputed to retain the practices of Greek paganism as late as the year 1000 A.D. Let me quote Constantine VII, Byzantine emperor from 913 to 959:
Be it known that the inhabitants of Castle Maina are not from the race of aforesaid Slavs (Melingoi and Ezeritai dwelling on the Taygetus) but from the older Romaioi, who up to the present time are termed Hellenes by the local inhabitants on account of their being in olden times idolaters and worshippers of idols like the ancient Greeks, and who were baptized and became Christians in the reign of the glorious Basil. The place in which they live is waterless and inaccessible but has olives from which they gain some consolation.
The Basil in question reigned from 867 to 886.
Of course, we don’t know if Constantine and his contemporaries were correct in all the details of the people of Mani. It seems unlikely that he would have misidentified them as Greek as opposed to Slavs (whose paganism was more recent), but perhaps they practiced a debased form of folk Christianity mixed with old superstitions? But, if they did continue to practice the religion of ancient Greece it illustrates how persistent traditional beliefs than be in a world where the state and cultural elites have more limited purview than one might have thought. It seems unlikely that the people of Mani would have been unfamiliar with Christianity (there are ruins of churches going back to the 4th century in the area), but they may have been socially isolated enough that the incentives to convert to the new religion did not exist.
The Tengerrese people of East Java, who remain Hindu, maybe a modern analogy. The worshippers of the gods of the old Norse were by chance the Sami, who did not become fully Christian until after the Reformation. And up until the Islamic period, the city of Harran remained predominantly pagan (the Persians were close enough that the East Roman authorities respected the religious liberties of these people lest they defect).