Sweden: ditto. Specs are slightly different from one country to another, so check for details first. Here's the relevant Wikipedia page to get you started.
http://en.wikipedia.org/wiki/Freedom_to_roam
THE most dangerous animal in Finland are ticks. Seriously. Tick-borne borreliosis (Lyme disease) and/or encephalitis are a real risk for anyone camping, especially in the coastal region (Oulu and especially Kemi/Tornio regions qualify). We do have bears and wolves, but they're extremely shy of people. We only have one venomous snake, the common viper.
--J