Scandanavian Noir: Crime Fiction To Give You Chills

Some authors to look for:

Denmark:
Peter Hoeg

Iceland:
Arnaldur Indridason
Yrsa Sigurðardóttir
Norway:
Karin Fossum
Jo Nesbø

Sweden:
Karin Alvtegen
Åke Edwardson
Kjell Eriksson
Camilla Läckberg
Asa Larsson
Steig Larsson
Henning Mankell
Liza Marklund
Håkan Nesser
Roslund / Hellström
Johan Theorin
Helene Tursten