I don't have my books handy but Norway gets invaded by the Soviets. There is a 1s edition module called Boomer that gives a timeline of Norway in T2k. UK, US, Canada and Netherlands commit troops to Norway and help the Norwegians fight the invaders. Norway gets nuked, at least the capital, not sure of anywhere else. Oh and the Norwegian Royal Guard in 2000 includes the oldest surviving Navy SEAL.*spoiler about the SEAL below*
Finland is mentioned in the timeline. It also gets invaded first by NATO as they try to outflank the Soviets. NATO expects the resistance to be light and token, but it isn't and this delays the offensive. The Soviets see this resistance as a signal that Finland is on the Soviet side so they invade as well, but the Finns fight the Soviets as hard as they do NATO.
Sweden is mentioned in a series of sourcebooks published by a Finnish (I think) company. I can't read Finnish so I can't comment on what they say. There are some forum members who are Finnish and read the books.
Hey what do you know, I remember John Farson posted some stuff from them.
Twilight 2000 Nordic Sourcebook: Living conditions in the Nordic countries
http://forum.juhlin.com/showthread.php?t=3886
Twilight 2000 Nordic Sourcebook: Organizations
forum.juhlin.com/showthread.php?t=3906
Twilight 2000 Nordic Sourcebook: Countries
forum.juhlin.com/showthread.php?t=3903
-bdd
*spoiler about the oldest surviving Navy SEAL*
there is a chance in any firefight that he will go catatonic, can't remember the percentages, but he'd stop shooting and go curl up in the fetal position (ok making that last part about curling up in the fetal position, can't remember the exact wording)