The US Virgin Islands used to be The Danish West Indies until 1917, also there were colonies in present-day Ghana and in India - at least part of the Andaman and Nicobar islands, as well as a couple of places on the mainland whose names escape me. Iceland was Danish until WW2.
Today? Greenland and the Faroes remain (sort of) in the Danish Empire.
Norway, being in union with Denmark when the empire building took place, bided its time until the nineteen thirties, when a group of whalers occupied parts of Eastern Greenland, an occupation which was backed by Norwegian authorities after the fact until the League of Nations told us to snuff it.
The Swedes, too, dabbled in colonialism but never really putting their heart in it; the only overseas colony lasting more than a few years was Saint Barthelemy in the Caribbean, which was Swedish from the latter part of the eighteenth century until the late nineteenth century.