The Norse pantheon included Norway, Denmark and Sweden. The Vikings who were Swedes travelled mostly eastwards, and the Danes and Norwegians travelled mostly westwards. (The Swedes also ventured into Finland, which was not too impressed and mostly preferred its own Gods.) And Iceland came into the equation and did its own Viking things from 800 AD.  Something which helped enormously was that all these people spoke the same Norse language, and would have known their own Kingdoms under the names of Danmark, Vastergotland, Ostergotland and Svealand.  Colonies and footholds were established all over the place, from Greenland to England - where their heritage includes Norfolk and Humberside with many Norse-named villages in between. So Norse mythology went everywhere within reach. 

Teutonic and especially Norse cosmology claimed that the universe consisted of nine different worlds or realms. Each formed a sector defined by the roots of Yggdrasil, the Ash tree that provides the framework of all reality. Each world could be accessed by any of the others with attendant difficulties; most indwellers tended their own concerns and left the wandering to heroes, wizards, and Gods. 

Alfheim - The Realm of the Alfar in English the Elves. It was sometimes called Ljossalfheim the home of the bright elves. This was a region of forest and meadow, sea and islands; a pleasant and sunny place where dwelt the Elven peoples. They don't seem to have been drastically different than Humans; perhaps somewhat taller, much more nobly proportioned and fair to look upon, certainly longer lived. Jotunheim lies in the East, Muspellheim is South, Niflheim is North, and Alfheim is in the West beyond the seas. 

Asgarð - The home and realm of the Æsir Gods located high up in the branches of the World-Tree, and not unexpectedly the most difficult of access - the only entry seems to have been across Bifrost the rainbow and one had to get past Heimdall the sentry as well. Within this divine region were many halls and bright dwellings, usually roofed in precious metals. The geography and nature of the region was not much otherwise specified beyond off-hand suggestions that it comprised a Nordic style paradise: tall mountains, bright sunlight, crisp and bracing air, green forests and meadows. 

Hel - An underworld region; black, frigid, fetid, dreary and toxic. It is both the name of the land and the name of it's ruler the Goddess Hel, Queen of the Dead. This region seems to have been the final destination of most of humanity; only heroes gained admittance to Valhalla, in Asgarð. About the best that can be said of the place is that the dead seem not to have been tortured and tormented but rather they seem to have been assigned to drag out their destinies until Ragnarok, when they would be freed (in a sense) to fight with Hel's legions against the Gods and heroes. 

Jotunheim - The Realm of the Giants or more particularly the Frost-Giants. The Jotunar were an archaic race of humanoids arising out of the primeval Ice at the beginning of days. They are portrayed in Nordic poetry and religious writing as being almost wholly evil and dedicated to the destruction of the Aesir Gods and mankind. Giant seems to be used to describe everything from beings larger than worlds (such as Ymir), down to Trolls and Ogres not much larger than men. Nevertheless it should be noted that there is Giant blood among the Aesir, some Giantesses being considered quite attractive and marriageable. Jotunheim itself seems to have been a land much like its inhabitants; a vast and frigid reach of taiga forest, fen, glacier, and lifeless, stony mountains. 

Midgarð - The world of mankind within a Nordic context, Northern Europe and the surrounding seas. A varied landscape of oceans, fjords, mountains, forests, meadows, and islands. 

Muspellheim - A southern land of fire, desert, and dryness, the Realm of the Fire-Giants. Like their close cousins the Frost-Giants, Surt's Folk were huge humanoids who were inimicable enemies of Mankind and the Gods. They do not loom large in Nordic tales, it being suggested that they bide their time in their distant land until the day of Ragnarok when their King, Surt, will lead them in final battle. 

Niflheim - A northern land of fog, pack ice, glacier, and tundra. Inhabited by demons, spirits of the dead, and dragons, it is closely connected to Hel containing within its borders the entrance into that underground abode. 

Svartalfheim - Another underground Realm, this was inhabited by the Svartalfar, the Dark Elves (English Drow), a euphemism used to refer to the Dwarven race. They burrowed underground, and most dwell there still. Regarded as being generally hostile to mankind and the Gods, and despised as being of grotesque and vile appearance it was nevertheless conceded that they had no peers in the working of metal, crafting of devices, and cutting of stone and gems. The Dwarves are responsible for any number of fabulous creations usually obtained at great cost. 

Vanaheim - The elder home of the Vanir, the other race of Divinities; located like Asgarð, high up in the World-Tree. The Vanir seem to have been more concerned with fertility, land-use, magic and craft, as opposed to the Æsir obsession with warfare and personal heroism. Originally the two fell into early and calamitous conflict; a series of devastating wars is hinted at. Eventually, though, the two groups seem to have reached an accord, and hostages were exchanged to insure fidelity. Freyr, Freyja, Njord, and possibly Uller were Vanir among the Aesir. Gullveig was an important Vanir opponent. The Realm of Vanaheim seems to have not been much described, beyond suggestions of a lovely, rather bright Elven sort of region. 

The Nine Heavens - As an additional bit of lore, the Norse also recognized nine skies, or heavens, in a parallel to the Nine Worlds discussed above. From the nearest to the earth, to the highest and most inaccessible, they are described thusly: 1). Vindblain, Heidthornir, or Hregg-Mimir (Wind-Dark, Cloudy-Bright, or Storm-Mimir). 2).Andlang (Extended). 3).Vidblain (Wide-Dark). 4).Vidfedmir (Wide-Embracer) 5).Hriod (Coverer). 6).Hlyrnir (Twin-Lit). 7).Gimir (Fiery, or Dazzling). 8).Vet-Mimir (Winter-Mimir). 9).Skatyrnir (Rich-Wetter). 
 

Some Norse Gods;