"Brother Syroros has reported a success concerning the conversion of the barbarians near the Lands of the Great Other, I went there and as much as possible the beliefs of the people there concerning R'hllor are strange to say the least..." - Brother Larazen's report to the Conclave of the Fire in Volantis.
It is a common consensus among the scholars of the Citadel that the Wildlings being a variant of the First Men follow the same religion of worshipping the rivers, the stones, and the trees, especially the Weirwood Trees, such belief is known as the Faith of the Old Gods, however, in the Kingdom of Hengledd particularly, that is not the case, as much as possible the Ailpin people hold to the Faith of the Old Gods although theirs have a different interpretation entirely, they believe that indeed the gods exist in the rivers, the stones, and the trees, but there are four main gods to which they hold dearly, originally it was three but the fourth god was an addition that was a result of a misunderstanding.
There is Lugus, the Sun god also known as Lugh Marre or King Lugus, considered as the combination of the aspect of the Father and the Warrior, Weirwood trees dedicated to him had his sun smiling face. The Ailpin pray to Lugus for warmer climes and good fortune in battle. He is the stark contrast to Cernunnos, the Horned god, who is also the god of beasts, the hunt, the moon, death, rebirth, and war, considered as the combination of the Warrior and the Stranger, as much as possible human hearts are sacrificed to the Horned god so as to prevent him from giving bad fortune, altogether, Cernunnos was considered to be a grim god in which no one should speak of less he turns his attention to you but still due respect was given to him as Weirwood trees dedicated to him had horned cows which depicts him.
There is Taranis, the Thunder god also known as Tuireann Marre or Thunderer Lord, the god of the storms and the seas, he became prevalent to the Ailpin as they began to sail east towards Braavos, Weirwoods dedicated to him had his raging face cry tears of lightning. Then the newest god in the pantheon, Belenos or Bel Marre, the Bright Lord, god of Fire, Healing, and Hearthfires, he was introduced by Red Priests who arrived and tried to convert the newly established kingdom only for their god to be syncretized into something more native to the peoples Beyond the Wall, Weirwood trees dedicated to him had his face surrounded by a hand of flame, as much as the Red Priests tries to correct the people of the True North nothing can sway them from whatever corrections the priests have made.
Now rituals concerning the worship of the Four gods are conducted by priests known as Druids who would often times conduct sacrifices of grain, animals, and even humans, although during the reign of Caradog Map Gisla Canmore, the practice of human sacrifices was prohibited, although the offering of human blood, especially to the seeker of the gods favor was allowed as a compromise.