Hi; I personally did not find a lot of nordic movies with subtitles; sometimes however, you might find the Movie scripts elsewhere.
In any case, you might search in the Swedish TV, in the "Play" section, if available for outside sweden
https://www.svt.se/
(this is available from Norwegian tv:
https://tv.nrk.no/programmer/utland
But if you even would like to have a more complete idea of Scandinavian cinema and TV -- therefore, a deeper knowledge of this culture, you might attend this free online course:
https://www.coursera.org/learn/scandinavian-movies-tv/
I have found it very useful -- I achieved the degree but the course is not that easy, because they ask dates and names in the questions -- and it made me interest in international Auteur films -- like Bergman, Tarkovskij and Fellini.
PS -- you can use Bing Video Search to move easily through video references.