Yeah there are quite a lot of great unknown (at least to the rest of the world) artists from Scandinavia. As I'm sure there are from other parts of the world as well
Some of my favorites at the moment are:
Thee Attacks (60´s garage rock)
The Blue Van (garage rock)
Tina Dico (singer/songwriter)
Turboweekend (electro-rock)
Analogik (an electronic mix of balkan, hiphop, polka etc.)
Ibrahim electric (jazzy, rock, blues etc. etc.)
FM Belfast (dance-pop, electro)
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Truth is stranger than fiction, but it is because fiction is obliged to stick to possibilities; Truth isn't. - Mark Twain
Well, technically speaking Scandinavia only consists of Norway, Sweden and (Denmark). But Iceland, the Faroe Islands and Finland are normally considered as being a part of Scandinavia as well. I guess that is the most common belief.
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Truth is stranger than fiction, but it is because fiction is obliged to stick to possibilities; Truth isn't. - Mark Twain