"The only good thing about the Aesir and the Vanir is that they kill so many of each other."
John Maddox Roberts-Conan the Valorous

Aesir were folks of a blond haired tribe from the northern country of Asgard, from the eastern part of Nordheim. They are said to be close kin of the red haired Vanir of western Nordheim, both descendents of the race of Thule, see Thuria. Thule was a mysterious northern kingdom of the pre-Cataclysmic Age with fabulous ice-caves. Its lands were presumably incorporated into Nordheim and its people may have been the ancestors of the Vanir and ÆsirThe people of Hyperborea during Conan's time were a mix of Aesir and Hyborean, as they (Aesir) destroyed Hyperborea the Elder many years earlier. Learning many things from the Hyperboreans such as laying and dressing stone, prompted the Aesir to establish a kingdom of their own, Asgard. After the Age of Conan, Aesir mercenaries claimed Nemedia and repelled the hordes of the later invading Hyrkanians. Those still living in Asgard were scattered out of their homeland by advancing glaciers.

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"It was so long ago that the cradle-land of my race was still in Nordheim. But the epic drifts of my people had already begun, and blue-eyed, yellow-maned tribes flowed eastward and southward and westward, on century-long treks that carried them around the world and left their bones and their traces in strange lands and wild waste places. On one of these drifts I grew from infancy to manhood. My knowledge of that northern homeland was dim memories, like half-remembered dreams, of blinding white snow plains and ice fields, of great fires roaring in the circle of hide tents, of yellow manes flying in great winds, and a sun setting in a lurid wallow of crimson clouds, blazing on trampled snow where still dark forms lay in pools that were redder than the sunset."
REH-The Valley of the Worm

"They came into these countries as Aryans. But there were variations among these primitive Aryans, some of which are still recognized today, others which have been long forgotten. The blond Achaians, Gauls and Britons, for instance, were descendants of pure-blooded Æsir. The Nemedians of Irish legendry were the Nemedian Æsir. The Danes were descendants of pure-blooded Vanir; the Goths – ancestors of the other Scandinavian and Germanic tribes, including the Anglo-Saxons – were descendants of a mixed race whose elements contained Vanir, Æsir and Cimmerian strains. The Gael, ancestors of the Irish and Highland Scotch, descended from pure-blooded Cimmerian clans. The Cymric tribes of Britain were a mixed Nordic-Cimmerian race which preceded the purely Nordic Britons into the isles, and thus gave rise to a legend of Gaelic priority. The Cimbri who fought Rome were of the same blood, as well as the Gimmerai of the Assyrians and Grecians and Gomer of the Hebrews. Other clans of the Cimmerians adventured east of the drying inland sea, and a few centuries later, mixed with Hykanian blood, returned westward as Scythians. The original ancestors of the Gaels gave their name to modern Crimea. The ancient Summerians were of mixed Hyrkanian and Shemitish blood, while from the purer Shemites were descended both the Arabs and the Israelites. The Hyrkanians, retreating to the Eastern shores of the continent, evolved into the tribes later known as Huns, Mongols, Tartars and Turks before they bloodily re-entered Western history."
REH-The Hyborian Age

"We came into that brutish hill country, with its squalling abysms of savagery and black primitiveness. We were a whole tribe marching on foot, old men, wolfish with their long beards and gaunt limbs, giant warriors in their prime, naked children running along the line of march, women with tousled yellow locks carrying babies which never cried -- unless it were to scream from pure rage. I do not remember our numbers, except that there were some 500 fighting-men -- and by fighting-men I mean all males, from the child just strong enough to lift a bow, to the oldest of the old men. In that madly ferocious age all were fighters. Our women fought, when brought to bay, like tigresses, and I have seen a babe, not yet old enough to stammer articulate words, twist its head and sink its tiny teeth in the foot that stamped out its life."
REH-The Valley of the Worm

"So we cut down the fleeing Picts, and our women came out on the field to brain the wounded enemies with stones, or cut their throats with copper knives. We did not torture. We were no more cruel than life demanded. The rule of life was ruthlessness, but there is more wanton cruelty today than ever we dreamed of. It was not wanton bloodthirstiness that made us butcher wounded and captive foes. It was because we knew our chances of survival increased with each enemy slain. "
REH-The Valley of the Worm

"So peace was made with much pow-woww, and sworn to with many strange oaths and rituals we swore only by Ymir, and an Aesir never broke that vow. "
REH-The Valley of the Worm

That last quote stands out to me, as it states that once they swore by Ymir, only swearing by Ymir, that the Aesir never broke their vow.