It has often been pointed out that there is no trace of Baldr-worship
in other Germanic nations, nor in any of the Icelandic sagas except
the late Frithjofssaga. This, however, is true of other Gods, notably
of Tyr, who is without question one of the oldest. The only deities
named with any suggestion of sacrifice or worship in the Icelandic
sagas proper are Odin, Thor, Frey, Njörd, Frigg and Freyja. The process
of choice is as arbitrary in mythology as in other sciences. Again,
it is more likely that the original version of the legend should have
survived in Iceland than in Denmark, which, being on the mainland,
was earlier subject to Christian and Romantic influences; and
that a heathen God should, in the two or three centuries following
the establishment of Christianity in the North, be turned into a
mortal hero, than that the reverse process should have acted at a
sufficiently late date to permit of both versions existing side by
side in the thirteenth century. A similar gradual elimination of the
supernatural may be found in the history of the Volsung myth. Snorri's
version is merely an amplification of that in the Elder Edda, which,
scanty as its account of Baldr is, leaves no doubt as to his divinity.

The outline gathered from the poems is as follows: Baldr, Odin's son,
is killed by his brother Höd through a mistletoe spray; Loki is in some
way concerned in his death, which is an overwhelming misfortune to the
Gods; but it is on Höd that his death is avenged. He is burnt on a pyre
(Snorri says on his ship, a feature which must come from the Viking
age; _Hyndluljod_ substitutes howe-burial). He will be absent from
the great fight at Ragnarök, but _Völuspa_ adds that he will return
afterwards. Nanna has nothing to do with the story. The connexion with
the hierarchy of the Aesir seems external only, since Baldr has no
apparent relation to the great catastrophe as have Odin, Thor, Frej,
Tyr and Loki; this, then, would point to the independence of his myth.