The first immediate effect I can think off is that England would be united sooner, quite possibly under Halfdan Ragnarsson who was King of Jorvik. Secondly a great number of Danes will migrate to England of which will lead to a mixed-race nobility like the Godwinesson's of otl. Even before Danelaw, England had resurgences of native beliefs and due to the minimal cultural changes from Christianisation of the common folk, I do believe it is quite likely that there would be yet another resurgence.
Whom we would later call Norwegians were already present in Orkney and Caithness. This Greater Danelaw could possibly inspire a greater effort to push deeper into Scotland. I do not know how possible this could be but maybe we could see a Norwegian Highlands.
So for arguments sake, the Old Gods 'win' over the English and within a reasonable time period becomes the faith of the English once more. It is probably safe to say that the Brythonic raids upon English settlements etc gain a Christian element to them, the legend of King Arthur could also be central to this. A possible effect from these "Christian" raids could be some sort of crusade like conflict for England or at least have similarities to such a thing. If history is to be any indicator, Wales is more then likely in a deep predicament. Similar events will happen in Scotland just like they had in otl.
Depending on which way the religious factor goes in such a change. Culturally, English will gain many more Norse borrowings and the dialects will also shift phonetically. Outside religion, I seriously doubt there would be much more change then what happened otl except that it spreads further. Though the legend of the brothers of Dano and Engel would be much more known and possibly a central part of what could come.
E.N