The Faroe Islands were settled by the Norse between the 8th and 10th centuries. The Faroese Kvæði are songs that tell tales of heroes, gods, folklore, comedic events, and politics, some dating back to the 14th century and perhaps even earlier. Jens Christian Svabo began to compile a record of these Ballads starting in 1781, but they weren’t published until much later, from 1941-2003. You can read the ballads in their original Faroese here.
Some of the Faroese Kvæði feature tales of the Norse gods not found in the Icelandic manuscripts, such as Loka Táttur. While far more fairytale-like in nature than typical Norse myths, this story is an example of how the Norse gods persisted in folklore, if not necessarily within a religious context.