I live in Denmark and work in Sweden. As with all countries that are close neighbours (and share a fairly turbulent past) there are some funny differences and attitudes towards each other. If you've watched the original series of The Bridge (Broen) you'll know what I mean. The interactions between the Danish and Swedish cop are beautifully observed, full of cultural nuance. However I think it's a little skewed towards the Danes.
Below are my favourite 'indicators' that for me somehow reveal the way they think and feel towards each other:
"Roligt" - quiet or calm
"Frokost" - lunch
On Swedes. "friend or foe, you'll never know"
"Roligt" - fun
"Frokost" - tetanus shot, but "frukost" is breakfast
On Danes. "If you do business with a Dane, count your fingers"
Systembolaget - all real booze can only be bought in the state liquor store (limited locations and opening hours)