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The Scandinavian countries have wonderful records for genealogical research. Denmark, Norway and Sweden are similar in the types of records available (the principle resources for Scandinavian research are church books and censuses). The main differences between the countries are in how they are made available. For example, Denmark and Norway have free resources from the National Archives while Sweden has contracted the digitization and distribution to Arkivdigital, a subscription service. There are many sites and sources with useful information, but here are some of the ones I find most helpful.
Other than Arkivdigital, these are all available for no fee. Whichever country you are researching, start with the general information sites (such as FamilySearch Research Wiki), then look at church books, which will provide valuable information for further research.
If any site is also available in English or another language, there will usually be a flag (US, British, and/or sometimes German) or a word (i.e., English) in the top-right corner. Click on that flag or word to change language. Note that the translated page may not be as robust as the native language page, but is usually enough to facilitate its use. If there is no translated page, try using Google Translate to get the instructions for the page.
Danish National Archives Online
This site has handwriting aids, information on names, basic getting started information and more (look under the Genealogy tab in the menu bar), in addition to the searchable parish and census records in the Arkivalieronline section. Note that the parish records are not yet indexed (although that is planned), so you will need to find the correct section, then move to the desired date (range) and scroll to find the entry.
Dansk Data Arkiv/Statens Arkiver
This is the gateway to Danish Emigration Records and online Danish census records. The Copenhagen Emigration Database was kept from 1868 to 1940 by the local police to ensure that ticket sellers were paying taxes. So far 1868-1908 are in the database with more to be added over time.
Denmark FamilySearch Research Wiki
This wiki includes numerous articles on geographic areas, cultural information, language aids, handwriting aids, patronymic naming, and much more. It is a great starting point for Danish research.
Norway-Heritage Hands Across the Sea
This site includes numerous articles contributed by individuals to assist in Norwegian research. There are articles on naming, a searchable emigrant database, pictures of ships, a gallery of photos, and much more.
Norwegian National Archives
Databases available include census and church records.
Norway FamilySearch Research Wiki
This wiki includes numerous articles on geographic areas, cultural information, language aids, handwriting aids, patronymic naming, and much more. It is a great starting point for Norwegian research.
This subscription service is the official resource for Swedish historical documents such as church records, court records, census/tax records, and more. There are about 80 million digital color images, with more being added. Sweden does NOT have a free state online database.
Swedish National Archives
Only a small portion of the records have been digitized, but this site provides information about the types of records that are available through the archives in person.
Sweden FamilySearch Research Wiki
This wiki includes numerous articles on geographic areas, cultural information, language aids, handwriting aids, patronymic naming, and much more. It is a great starting point for Swedish research.
Many more resources are available, but these are some of my favorites. To find more, try Cyndi’s List. Select Categories, then find Scandinavia or the specific country of interest. Happy researching!