Right to access
Right to access
Although Northern Europe is quite expensive, many of the things that are of most value are free-for-all—the scenery, hiking, quite a lot of museums and many other sites.
Not only that, for those who feel like camping, in Norway, Sweden and Finland it is generally possible to camp freely in the woods and in the mountains. In these three countries, laws have been enacted guaranteeing "Every Man's Right" to access uncultivated lands, or these rights are considered customary law.
Given knowledge of these laws and camping equipment, it is in fact possible to travel rather inexpensively in the Nordic countries.
Obviously any law that comes with such a right also comes with responsibilities and some limitations.
Walking and passing
In these countries, you have the right to walk across uncultivated lands. That means you can walk if there aren't any farmlands or you're not crossing people's gardens. If there are fences, you should look for gates and follow paths, also if there is no apparent farmland (there might be animals, such as sheep or cattle in the area, so close any gates you open). Also, if there are newly planted trees in an area, you can't walk through.
Other than that, you can pretty much go wherever you like.
Camping and picknicking
As for camping, you can stay for up to two nights (Sweden: one night, otherwise ask for permission by land owner) in one spot, as long as you are far away from any houses and farmlands. 'Far away' usually means 150 meters. However, it also means out of the way, that is, you're not inconveniencing anyone and particularly not those in the nearest house.
These regulations obviously don't go for those areas especially designated for camping, but those are usually paid campsites.
If 'out of the way' sounds harsh, it really isn't. There is a lot of free space in Norway, Sweden and Finland...
In really remote areas, the two-day rule doesn't even apply, and why should it, nobody will notice you're there anyway.
Pretty much the same rules apply to picknicking.
Leave no trace
Whatever you do and wherever you go, it is still your responsibility to leave no trace of your visit. This means you should leave no garbage behind, make sure the camp site you used looks as good when you leave it as when you came. Do not break off any trees. This is the responsibility you get in exchange for the right to access.
In Sweden, the "Allemansrätten"  as it is called, is not based upon a formal juridical passage, but on a general acceptance.
In Finland, the "Jokamiehenoikeudet"  is similarly part of customary law.
Along many popular tourist roads and spots, there are "no camping" signs. These are there to avoid a heavy impact on areas which are particularly popular, and should be respected. Just go a few hundred meters further, make sure you're out of the way, and you're OK.
Although camping vans are OK, it is generally, if usually silently, frowned upon just parking them in a parking area and staying overnight. Obviously mountains and other extreme areas are paved as little as possible. Parking areas are therefore deliberately a scarce resource, and should be used only for parking, not for camping. If you're using a camping van, use paid campsites.
Note that around some cabins in the more popular mountain regions such as Jotunheimen, extra limitations have been set up which prohibit tenting up to 2 km from the cabins. This is because campers have used sanitary facilities in the cabins without paying. Many Norwegians believe that these limitations are illegal and so blatantly ignore them (and love to be taken to court to have it struck down). They have not yet been tested in court, however, and as a foreigner you might not want to argue about it, so you might want to comply. However, if you do camp, don't use the facilities of nearby huts without paying the dues. In short: around most cabins you can camp as close as you want (or in a designated area) by paying a small fee - you then also get access to the cabin's facilities. If you don't want to pay, you'll have to go 150 m away. Around some cabins you will have to go even farther away.