Big Fancy House: In the manga, the Nordics gathered for lunch and Iceland's "announcement" in a house that looked pretty average-sized. In the anime, said house is much bigger. Who it belongs to is unknown.
Five-Man Band: Some fans apply these dynamics to the Nordics:
The Hero: Finland (Nordic-centered strips are often from his POV)
Red Oni, Blue Oni: Denmark and Sweden, respectively, get this a lot in fanon. What has been seen of Denmark in the official strips has done nothing to joss it.
He Is Not My Husband: Sweden calls Finland his wife. Finland does not like it at all.
Stockholm Syndrome: A possible and quite cynical take on Sweden and Finland's relationship. Somewhat subverted due to Sweden's Gentle Giant nature, which is quite a bit different from the standard captors.
A Match Made In Moss: A subverted case of Stockholm and Lima with Norway and Sweden respectively.
Talking Animal: Hanatamago can talk during the Christmas Episode. Finland is surprised but doesn't think too much of it when they start to read some fan letters.
Adaptation Dye Job: Has light blond hair and violet eyes in the manga. In the anime, his hair is the same yellow-blond shade that England and France have, while his eyes are dark brown.
Adaptation Dye Job: He usually has light blond hair in the merchandise and illustrations, yet the anime series initially gave him sandy brown hair and changed his blue-green eyes to a deep brown. This was thankfully corrected in later episodes to him having only brighter blond hair and purely blue eyes.
Affectionate Nickname: The other Nordics call Sweden by a shortened version of his name (Su-san, the Japanese name for Sweden is Suuēden) in one webcomic, which was translated by fan scanlators as "Sve" (short for Sweden's name "Sverige" in Danish, Swedish and Norwegian). Since then, many fanworks have Finland or Denmark calling Sweden "Sve" regularly.
Emotion Suppression: It's said that he's actually overcome with emotions, though he never lets them show.
Face of a Thug: His height and serious face scares everyone. Even if he doesn't intend it.
Gentle Giant / Real Men Wear Pink: Sweden looks like a huge and scary Big Guy... but is very domestic, an excellent babysitter and even sews his old clothes personally before giving them to Finland when the other remarks on their height difference.
Huge Male Nation-tan: In the 5th anniversary strip, Sweden genuinely wants to say some nice things to the fans... but is so blushy and embarrassed that he cannot, much to his and Finland's dismay.
Sweden: I wanna say all kinds of nice things... but... (HUGE BLUSH)... 'm embarr'ssed!
Retired Outlaw: According to his profile he's taken a break from ruling with his old viking ways.
His profile is referring to either that or the Swedish Empire.
Single-Target Sexuality: Apparently, Himaruya's old notes say that he's "gay for Finland". Whether it still stands or not, it's still up for confirmation.
Among Finns, there's a stereotype that all Swedish men are gay. This is particularly intriguing since Sweden is the only character with a confirmed sexuality.
Stoic Spectacles: He speaks in a grunting dialect, rarely changes his fearsome facial expression, and scares pretty much everybody when they first meet him.
The Unintelligible: In Fanon due to failed attempts by fan tranlators to localize his original Tohoku Regional Accent, leaving him with a barely intelligible, grunting speech. Often cranked Up to Eleven in fandom, wh'ch m'ks 't 'nb'r'bl.
Weapon Of Mass Destruction / Foreign Queasine: It was humorously noted in Berwald's original character profile that he was making massive amounts of Surströmming - "...the food that can pretty much be used as an ultimate weapon."
When He Smiles: The only time he was ever seen smiling was when he adopted Sealand (shown here, scroll down to the bottom of the page), and it was adorable.
Denmark
"No matter how I see it, you guys do look like brothers. You know, the way you're weirdly scary, and how you have weird friends. And to begin with, we're all something like brothers. And I am the elder brother... WAH!""
Blood Knight: He just won't back out from fighting Sweden. Also, when Sweden was under his rule, he seemed to have a huge grin on his face while challenging Russia.
Boisterous Bruiser: He's often depicted as such in fanworks. Considering how he's shown drinking beer in one of the two strips he's been in and how loud he is in his opinions (to the point that Norway strangles him with his tie), this may have been partially confirmed in canon. (More on Danish and Scandinavian stereotypes here.)
Can't Hold His Liquor: Seemingly drunk even while sober. Ironic, seeing as he is the heaviest drinker in Northern Europe.
Cassandra Truth: Played for laughs in the 2011 April Fool's event. Iceland doesn't believe him when he says there's a flying cow outside. Naturally, there is.
Selective Obliviousness: It's suggested that he ignores any aggressiveness in the air in favor for a cheerful demeanor, as shown when he happily wishes luck to Belarus' group in Hetaween 2011 after she just threw a hanger at him and declared that their group would win.
Volume 3 (on Denmark): "Poking England, using Russia as a shield, he's quite the active young man. I feel like his personality will turn out to be the complete opposite of his outward appe8arance."
Add the notes that was listed during the final page of 2010 Bloodbath. Himaruya stated the next time he appears, it won't be in a positive light. Then again, this isHimaruya we're talking about: he often says/writes things and then puts 'em on the shelf.
Fan Nickname: Fan-given human names for him are many and varied (with "Bjorn", "Christian" and "Lukas" being specially favored), but it's common to have him referred to as "Norge" in fanworks, especially from Denmark (which is, by the way, the term for Norway in Danish and Swedish).
...aaaand Norwegian. Norwegian (bokmal) at least. It's "Noreg" if you swear by Norwegian (nynorsk).
All Trolls Are Different: He has a gigantic green troll that appears to defend his master if needed. Norway even remarks how his friends are stronger than England's.
Shrinking Violet: Possibly. He describes himself as 'painfully shy' in Hetalia Fantasia 2.
The Stoic: "Quiet and mysterious" as his profile has it, and wearing the same deadpan expression in all artwork.
Tranquil Fury: At least in the anime, he is shown to be able to strangle Denmark with a pretty straight face. When paired with Denmark, his characterization is a...
The second Hetalia Fantasia CD has him similarly choking Denmark when the latter suggests that him trying to get away from Germany and Japan is because he wants to be alone with Denmark. They're definitely verging on Ho Yay or Vitriolic Best Buds at the very least by this point.
Iceland
"It'd be great if there was stuff like mythical phantom residents that live only in Iceland..."
Breaking the Fourth Wall: During Hetaween 2011, after commenting about the other Nordics acting like kids, he looks behind him and tells the audience to stop staring at him.
He also broke the fourth wall when he introduced himself in the beginning of The Movie
Cross-Dressing Voices: Averted and Jossed. A popular and old rumor was that he would be voiced by Mitsuki Saiga, while fans often assumed that a female would eventually voice him anyway. His voice actor for The Movie wound up being a relatively unknown male one, Ayumu Asakura.
Fan Nickname: "Emil", "Eyvindur", and "Eirík" are some of the names given to him.
Inter Generational Friendship: Sorta, with Turkey in the Hetalia Bloodbath 2010. It helps that Iceland is already a teenager, not a child.
Kuudere: He's described as being cold on the outside, but warmer and "hot-blooded" on the inside. The Nordic strips show him as being cool in the beginning and somewhat losing it by the end.
The Bloodbath has him more or less cool, but still worrying for his fellow Nordics and keeping up with Turkey.