Further advice for MudPuppy:
Another author to avoid is Violet Alford.
Like the ballads, Morris and Sword dances are a false lead. They have no direct connection to practicing polytheists. It's true that the Roman Salii were a ritual dance society which performed their 'leaping' dance in the streets of Rome every March and October, but so far as I know no connection has ever been demonstrated or even alleged between the Roman Salii and the English Morris.
The Abbot's Bromley Horn Dance is basically a Morris dance with reindeer antlers. Like all other Morris dances, it's probably no older than the late middle ages, if even that old. The antlers themselves are thought to be 10th-11th century, but this doesn't mean the dance itself is that old. The antlers are an interesting feature, though.
I suspect that a good way to study unwritten transmission of religious music and dance in pagan societies is to consult the literature on the ritual societies of the Hopi and other Southwestern nations, or the literature on the secret societies of tropical west Africa.