The Vikings came into contact with Christianity through their raids, and when they settled in lands with a Christian population, they adopted Christianity quite quickly. This was true in Normandy, Ireland, and throughout the British Isles.
Although contemporary accounts say little about this, we can see it in the archaeological evidence. Pagans buried their dead with grave goods, but Christians normally didn't, and this makes it relatively easy to spot the change in religion.
As well as conversion abroad, the Viking Age also saw a gradual conversion in Scandinavia itself, as Anglo-Saxon and German missionaries arrived to convert the pagans.
By the mid-11th century, Christianity was well established in Denmark and most of Norway. Although there was a temporary conversion in Sweden in the early 11th century, it wasn't until the mid-12th century that Christianity became established there. As part of the process of conversion the Christians took over traditional pagan sites. A good example of this can be seen at Gamle Uppsala in Sweden, where the remains of an early church stand alongside a series of huge pagan burial mounds.