The capital city of Sweden, Stockholm, was the location of the Central Bureau of Penology, which regularly sent shipments to its various penal colonies throughout Federation space during the 23rd century. (TOS: "Dagger of the Mind")
When the Borg traveled back in time to stop First Contact on Earth, and Lily Sloane heard their name, she thought it sounded "Swedish" (pertaining to, or coming from, Sweden.) Later, when she saw a Borg drone, she commented to Captain Picard, "Definitely not Swedish..." (Star Trek: First Contact)
People from Sweden
A medical questionnaire created as a prop for "Carpenter Street" mentioned a half-sibling maternal relative of a blood donor to the Porter Street blood bank in 2004 which was born in Sweden in 1947. The prop can be seen at YourProps.com, but it is unclear if it appeared on screen.