Its probably unfair, those events occurred over 60 years ago, but there it is. All the other Scandinavian countries were invaded by the Nazis, all resisted, with varying degrees of success, and all suffered. But the Swedes remained neutral. Now Sweden was not a tiny helpless Denmark or Norway, they were a powerful, well-armed industrial country; the Germans could have taken them, but it would have been very costly for them. Instead, Sweden remained neutral, providing trade, raw materials and manufactured goods (including weapons) for the Nazi war machine, and right of transit to the Wehrmacht troop trains. Like Spain and Switzerland, Sweden gave the Nazis trade, financial and diplomatic access to the outside world.

The Finns were actual allies of the Nazis, and they can't really be blamed, the USSR was a greater threat to them than Germany. And when war came, the Finns fought alongside Germans, most notably at the siege of Leningrad. I first got turned on to this sordid little history when I saw a picture of a Finnish Bf 109 with a swastika on her tail...ah yes, brave little Finland, standing up so bravely to the Soviet Bear during the Winter war...