Eldritch Earth: Five Hacks Deep

Established as a reaction to the Christianization of Denmark, pagan Danes build a town called Thorsburg roughly where Philadelphia sits in our world. The culture is resolutely pagan, Christianity is punished by death. It is mostly Danish, but has attracted Norwegian, Icelandic and Swedish immigrants as well.

The ruler of Thorsland is Jarl Hvitserk Iron-hand, a resolute pagan and notorious sacker of monasteries.