AFAIK the Scandinavian countries have a good record in this matter, well better than most other countries.
Denmark was one of the first countries to require ISPs to block sites like The Piratebay. The government have expanded the blocking to sites selling illegal drug( or at least illegal in Denmark), I'm unsure about gambling sites, but it's been a topic.
The Danish government also require ISP to log customers internet activities and store the logs for one year.
I can't comment on the other Scandinavian countries, but no, Denmark doesn't have a good record in this matter, in fact I would claim that it's only slightly better than China.