Vikings - Wolves of Midgard (ARPG). More fantasy/mythology.
Ancestors Legacy (RTS). Contains a couple Viking campaigns. Focus on realism.
Rune (3rd person action). More fantasy/Mythology.
Age of Mythology (RTS). Has a norse faction, a part of the campaign is played for them. Focus on mythology than realism.

If you want civ and don't want to lose your sanity or rage quit play Civilization V instead. Alternatively if your interested in space vikings (and a much better civilization game) try Age of Wonders: Planetfall i made several viking characters in the character creator, The Oathbound faction actually resembles Asgard to a degree.

Also when i was searching for Northgard i found this one (a DLC):
Battle Brothers - Warriors of the North, but i think most other viking themed games were mentioned already. Oh yeah, i almost forgot, there is also Skyrim (!!!WARNING!!! current version broken by bethesda) and Morrowind.

To each their own, for me 4 is the best Civilization game and a masterpiece of game design.

But why? it doesn't even have a hex grid! Difficulty is cranked to 12 with AI suddenly deciding when it's time you should lose and there is no diversity at all between different civ (besides specific units). Ever since i played AoW: Planetfall i think most games with Sid Meier name on it are rubbish.

Civilization V is miles ahead of IV and Beyond Earth was a disaster but i still found it more user friendly than IV.

Civilization VII at first glance looks like they finally learned something, but unfortunately it's probably gonna be infested with spyware (like most newer 2K/Firaxis Games) and totally DRMed anyway.

Stacks.

Without wanting to derail the thread, in Civ IV you can start at the lowest difficulty levels and climb up the ranks as you learn the different systems and complexities of the game. The design of the game is very ellegant, with synergies between systems that you discover while you get more familiar with all of them.

I agree Civ V is easier. Not by design, but because the AI is horrendous.

No, but Blizzard did release it (& a few other games) for free a while back :

https://www.gog.com/forum/general/how_to_legally_download_lost_vikings_and_2_more_classics_from_blizzard_sources