Here are my favorite films from Scandinavia (Denmark, Sweden, Norway and Finland), including co-productions.

Rated 10/10
The Seventh Seal (Bergman, 1957) (Sweden)
Wild Strawberries (Bergman, 1957) (Sweden)
The Virgin Spring (Bergman, 1960) (Sweden)
Cries and Whispers (Bergman, 1972) (Sweden)
Fanny and Alexander (Bergman, 1982) (Sweden)
The Sacrifice (Tarkovsky, 1986) (Sweden/UK/France)
The Celebration (Vinterberg, 1998) (Denmark/Sweden)
Dogville (von Trier, 2003) (Netherlands/Denmark/UK/France/Finland/ Sweden/Germany/Italy/Norway)
The Act of Killing (Oppenheimer, 2012) (Denmark/Norway/UK)

Rated 9/10
Ordet (Dreyer, 1955) (Denmark)

Rated 8/10
Smiles of a Summer Night (Bergman, 1955) (Sweden)
The Magician (Bergman, 1958) (Sweden)
Through a Glass Darkly (Bergman, 1961) (Sweden)
Shame (Bergman, 1968) (Sweden)
Autumn Sonata (Bergman, 1978) (Sweden)
Twist and Shout (August, 1984) (Denmark)
Babette’s Feast (Axel, 1987) (Denmark)
Pelle the Conqueror (August, 1987) (Denmark/Sweden)
Breaking the Waves (von Trier, 1996) (Denmark/Sweden/France/ Netherlands/Norway/Iceland/Spain)
Dancer in the Dark (von Trier, 2000) (Denmark/Spain/Germany/Netherlands/Italy/US/ UK/France/Sweden/Finland/Iceland/Norway
The Man Without a Past (Kaurismäki, 2002) (Finland/Germany/France)
Let the Right One In (Alfredson, 2008) (Sweden)
Melancholia (von Trier, 2011) (Denmark/Sweden/France/Germany)
The Hunt (Vinterberg, 2012) (Denmark/Sweden)
Force Majeure (Östlund, 2014) (Sweden/France/Norway/Denmark)