That is an ever ongoing question, as to what Scandinavia is :-). I think the most accepted definition is that Scandinavia is N/S/DK, while 'Norden' (as in 'Nordic') includes SF, ISL and Greenland (and the islands such as Færoer, Åland, Svalbard (technically SF though IIRC) and stuff).
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Oh and don't forget the Scandivians in Amigaland such as Dr. Awesome :-).