There are some issues with finding a good name for some of the older religions, most of them weren't organized nor were they big on branding, so for the people practicing it usually just called them "the gods" or something similar in their native language. Therefor we often give the same name to the religion as the culture that worshiped it.
Slavic - Rodnovery: This could make sense as it would separate between the culture and the religion, but I think it is the term used for the modern day resurrection of the old Slavic beliefs and practices.
German - Heathenry: This was originally named Norse, but was renamed as Germanic, as it were practiced by other cultures as well (and the beliefs and practices varied in the south from the later Norse in Scandinavia). I don't think that Heathen is a good name for the religion as it is a loanword from Norse meaning "those living on uncultivated land" or something, and it was only used by Christians in England. In modern day we usually just call it Norse, or Asatro.
Asatro (Æsir belief) is a modern day restoration of the old Norse religion. Personally I don't really like this term as it only represents the Æsir (one of deistic families) and not the importance of the Vanir nor Jötunn.
Hellenic - Olympianic: Don't know much about what the naming should be, but I guess the ancient Greeks had enough communication with other cultures to make a word for it.
Suomenusko - Ukonusko: I am no historian, nor familiar with Finnish/Baltic folklore, but I think that Ukonusko is more focused at worship of one deity Ukko (could be very wrong though). Suomenusko on the other hand means something like "the belief of the Suomi (Finnish)" I think.
I hope somebody will correct me if I'm wrong.
