Scandinavia
Look carefully as some sites allow you to read in English. If the content you need is not in English you may paste paragraphs of text into Google Translate and it will do its best to give you the English version.
Make certain you search the LDS IGI [International Genealogical Index] as it indexes a very large percentage of the Scandinavian parish registers but remember that not all records in the IGI came from a source record - some came from family trees submitted to the church.
Migration from Northern Europe to America via the Port of Hull (England) 1848-1914
Remember the symbols:
camera icon means it is digitized and you can view it at home
camera icon with key means you can view it at the local family history library
film icon means it is filmed but not yet digitized
DENMARK
Guide to Danish research from FamilySearch
Denmark Online Genealogy Records
Danish State Archives which includes a database of Danish census transcriptions and a growing collection of Danish parish records
Church Records / Vital Records
Denmark, Church Records, 1484-1941 images from FamilySearch
Births
Marriage Records
Denmark Civil Marriages, 1851-1961 includes images from FamilySearch
Denmark, Marriages, 1635-1916 database from FamilySearch
Death Records
Denmark Burials, 1640-1917 - database from FamilySearch
Probate
Denmark, Estate Records, 1436-1964 - images from FamilySearch
FINLAND
Guide to Finnish Genealogy from FamilySearch
Church Records / Vital Records
HisKi Project (Genealogical Society of Finland) has detailed searchable indexes that eventually lead to the digitized church and civil records. Make sure to scroll down to the very bottom of the page for Instructions and Examples. It is probably worthwhile printing these out so that you can refer back to these guidelines when you are using the records.
NORWAY
Norway Online Genealogy Records from FamilySearch
Understanding the Norwegian naming practice
Census
Norway Census, 1875 - database from FamilySearch
Norway Census, 1900 database from the National Archives of Norway
Norway Census, 1910 database from the National Archives of Norway
The National Archives of Norway have all the images of church records and many other kinds of records. Here is their advanced search.
FamilySearch has does not have these images but they have indexed many of the records and if you have trouble finding your family in the indexes at the archives you might try the indexes at FamilySearch. Once you have dates and locations you can go back to the archives and find the images.
SWEDEN
Guide to Swedish Genealogy from FamilySearch Wiki
Arkivdigital: Swedish Archives - needs a subscription but they allow you access for a day for about $12 or a week for about $30. You can try their demo for free to see how hard/easy it is to use.