I see that you are missing various Swedish names, like Gudrun. I don't know if you can get the full list of names, but you can get the list of names which were given to at least 10 girls in the last decade or so at:

http://www.scb.se/Pages/TableAndChart____31028.aspx

and for boys at:

http://www.scb.se/Pages/TableAndChart____31036.aspx

You can also go to http://www.scb.se/Pages/NameSearch.aspx?id=259432 and do a search for name. For example, there are 990 people in Sweden with Strömgren as a last name.

It seems that "Gudrun" isn't that popular these days as fewer than 10 girls get that name. A different set of names is available from http://en.wiktionary.org/wiki/Category:Swedish_given_names .

I don't have need for this data and I can't comment about the effectiveness of the API.

You can get top-1000 US names for a given year by going to http://www.ssa.gov/OACT/babynames/#ht=1 , selecting a year, change "Popularity" to "Top 1000" and submitting the form. (For example, your search doesn't have 'Lowell', which was #172 in the US in 1940.)

Good luck!