+1 on not Sweden. At least that's the official line with Swedish Rail, long distance buses too. I've seen bikes in their trains on a couple of trips, but maybe those guys were just lucky and got away with it.
For Finland, depending on the train, it's one of the following:
- straight in through the doors (commuter trains, outside of rush hour)
- baggage car (old long distance trains)
- designated bike stands (newer InterCity trains, booking in advance is highly recommended as there are only a couple of stands per train)
- no go (the Pendolino high speed service)
Another thing, it's quite easy to take your bike in Finnish long distance buses. Their geographical coverage is far better than rail.
--J