The term wolþu- "glory" (cf. Old Englishwuldor and the Gothicwulþus), possibly in reference to the god, is attested on the 3rd century Thorsberg chape (as owlþu-), and there are many placenames in Ullr and a related name, Ullinn, but medieval Icelandic sources have only sparse material on the god Ullr. The medieval Norse word was Latinized as Ollerus.
The Old English cognate wuldor means "glory" but is not used as a proper name, although it figures frequently in kennings for the Christian God such as wuldres cyning "king of glory", wuldorfæder "glory-father" or wuldor alwealda "glorious all-ruler".
The Thorsberg chape (a metal piece belonging to a scabbard found in the Thorsberg moor) bears an Elder Futhark inscription, one of the earliest known altogether, dating to roughly AD 200.
owlþuþewaz / niwajmariz
The first element owlþu, for wolþu-, means "glory", "glorious one", Old Norse Ullr, Old English wuldor. The second element, -þewaz, means "slave, servant". The whole compound is a personal name or title, "servant of the glorious one", "servant/priest of Ullr". Niwajmariz means "well-honored".
Ollerus traverses the sea on his magic bone. 16th century woodcut
Fama est, illum adeo praestigiarum usu calluisse, ut ad traicienda maria osse, quod diris carminibus obsignavisset, navigii loco uteretur nec eo segnius quam remigio praeiecta aquarum obstacula superaret.
The story goes that he was such a cunning wizard that he used a certain bone (probably a sledge or similar conveyance), which he had marked with awful spells, wherewith to cross the seas, instead of a vessel; and that by this bone he passed over the waters that barred his way as quickly as by rowing.– Elton's translation
When Odin was exiled, Ollerus was chosen to take his place. Ollerus ruled under the name Odin for ten years until the true Odin was called back.
The name Ýdalir, meaning "yew dales", is not otherwise attested. The yew was an important material in the making of bows, and the word ýr, "yew", is often used metonymically to refer to bows. It seems likely that the name Ýdalir is connected with the idea of Ullr as a bow-god.
Another strophe in Grímnismál also mentions Ullr.
hefr ok allra goða
hverr er tekr fyrstr á funa,
því at opnir heimar
verða of ása sonum,
þá er hefja af hvera.
Ullr’s and all the gods’
favour shall have,
whoever first shall look to the fire;
for open will the dwelling be,
to the Æsir's sons,
when the kettles are lifted off.
The strophe is obscure but may refer to some sort of religious ceremony. It seems to indicate Ullr as an important god.
The last reference to Ullr in the Poetic Edda is found in Atlakviða:
Svá gangi þér, Atli,
sem þú við Gunnar áttir
eiða oft of svarða
ok ár of nefnda,
at sól inni suðrhöllu
ok at Sigtýs bergi,
ok at hringi Ullar.
So be it with thee, Atli!
as toward Gunnar thou hast held
the oft-sworn oaths,
formerly taken -
by the southward verging sun,
and by Sigtý’s hill,
the secluded bed of rest,
and by Ullr’s ring.
Both Atlakviða and Grímnismál are often considered to be among the oldest extant Eddic poems. It may not be a coincidence that they are the only ones to refer to Ullr. Again we seem to find Ullr associated with some sort of ceremony, this time that of swearing an oath by a ring, a practice associated with Thor in later sources.
In chapter 31 of Gylfaginning in the Prose Edda, written in the 13th century by Snorri Sturluson, Ullr is referred to as a son of Sif (with a father unrecorded in surviving sources) and as a stepson of Sif's husband; the major Germanic god Thor:
Ullr heitir einn, sonr Sifjar, stjúpsonr Þórs. Hann er bogmaðr svá góðr ok skíðfœrr svá at engi má við hann keppask. Hann er ok fagr álitum ok hefir hermanns atgervi. Á hann er ok gott at heita í einvígi.
Ullr, Sif's son and Thór's stepson, is one [too]. He is such a good archer and ski-runner that no one can rival him. He is beautiful to look at as well and he has all the characteristics of a warrior. It is also good to call on him in duels.– Young's translation
In Skáldskaparmál, the second part of the Prose Edda, Snorri mentions Ullr again in a discussion of kennings. Snorri informs his readers that Ullr can be called ski-god, bow-god, hunting-god and shield-god. In turn a shield can be called Ullr's ship. Despite these tantalising tidbits Snorri relates no myths about Ullr. It seems likely that he didn't know any, the god having faded from memory.
Snorri's note that a shield can be called Ullr's ship is borne out by surviving skaldic poetry with kennings such as askr Ullar, far Ullar and kjóll Ullar all meaning Ullr's ship and referring to shields. While the origin of this kenning is unknown it could be connected with the identity of Ullr as a ski-god. Early skis, or perhaps sleds, might have been reminiscent of shields. A late Icelandic composition, Laufás-Edda, offers the prosaic explanation that Ullr's ship was called Skjöldr, "Shield".
The name of Ullr is also common in warrior kennings, where it is used as other god names are.
Ullr's name appears in several important Norwegian and Swedish place names (but not in Denmark or in Iceland). This indicates that Ullr had at some point a religious importance in Scandinavia that is greater than what is immediately apparent from the scant surviving textual references. It is also probably significant that the placenames referring to this god are often found close to placenames referring to another deity: Njörðr in Sweden and Freyr in Norway. Some of the Norwegian placenames have a variant form, Ullinn. It has been suggested that this is the remnant of a pair of divine twins and further that there may have been a female Ullin, on the model of divine pairs such as Fjörgyn and Fjörgynn.
Lilla Ullevi, Bro, Stockholm. In 2007/8, excavations in have yielded the remains of a cult site. The site is associated with Ullr based on the toponym Lilla Ullevi ("little shrine of Ullr"). Its most notable feature is an arrangement of rocks, dated to the Vendel Period, in two "wings" with four large post holes. A total of 65 amulet rings have been recovered in the vicinity.
Viktor Rydberg speculates in his Teutonic Mythology that Ullr was the son of Sif and Egill-Örvandill, half-brother of Svipdagr-Óðr, nephew of Völundr and a cousin of Skaði. His father, Egill, was the greatest archer in the mythology, and Ullr follows in his father's footsteps. Ullr helped Svipdagr-Eiríkr rescue Freyja from the giants. Rydberg also postulates he also ruled over the Vanir when they held Ásgarðr during the war between the Vanir and the Æsir, however Rudolf Simek states "this has no basis in the sources whatsoever". 
Ullr is a playable character in the video game Smite.
Within the winter skiing community of Europe the Old Norse god "Ullr" is considered the Guardian Patron Saint of Skiers (German Schutzpatron der Skifahrer). An Ullr medallion or Ullr ski medal, depicting the Scandinavian god Ullr on skis holding a bow and arrow, is widely worn as a talisman by both recreational and professional skiers as well as ski patrols in Europe and elsewhere.
The town of Breckenridge, Colorado hosts a week-long festival called "Ullr Fest" each year in January, featuring numerous events designed to win his favor in an effort to bring snow to the historic ski town. Breck Ullr Fest was first held in 1963.