What makes Scandinavian Crime Fiction different? Why is Nordic Noir so enticing? To begin with, it's generally extraordinarily well written. Characters are well developed, and the story goes deeper than your average cozy mystery. The writing tends to be straightforward... not a lot of guessing or fancy word play. Nordic Noir does comment about society in Scandinavia... but not as dry as a standard sociological or psychological study. We learn about different strata of society in a land that is cold and dark.
As an American, I do get a thrill from the armchair travel, and I enjoy learning a bit about the culture of these countries (and no, I'm not foolish enough to think that everyone in Sweden a murderer or policeman). It's fascinating to read about life in Iceland or Sweden.
Like many readers, I jumped in with Stieg Larsson and the Girl with the Dragon Tatoo. I was hooked. So many twists and turns, the characters are real, but bigger than life. So many dark secrets... so much snow. Who would have though that an ant-social, emotionally troubled hacker and a discredited journalist could make such a compelling team.
There is a certain darkness to the stories, almost as if the absence of sunlight penetrates the pages of the books.
Swedish author, Henning Mankell has written a number of crime books, plays and childrens books, but he is best known for his Kurt Wallander novels. Millions of his books have been sold around the world, and a number of them have been filmed for television, or as movies. 
Jo Nesbø is a trained musician, who worked as a freelance journalist and stockbroker before he began his writing career. 
Stieg Larsson may not have been the first, but to Americans he is the best known Nordic Noir writer. His Lizbeth Salander novels.... The Girl with the Dragon Tattoo, The Girl Who Played with Fire, and The Girl Who Kicked the Hornet's Nest were a publishing sensation, introducing many of us to the genre. 
Yrsa Sigurdardottir is not a standard cop shop mystery writer... her books tend to take a bit of a paranormal bend, but so good. (FYI Islandic names are Patronymic... which means her name in English would be Yrsa, daughter of Sigurdar.... you can just address her as Yrsa) Her novels are deep and dark, and describe a lot of the nature and customs of Iceland. 
Håkan Nesser is Swedish, but currently lives in London with his wife. His early crime novels follow a antique book dealer named Van Veerteren, andtake place in a made up city called, Maardam, which is somewhere in Northern Europe. Later books follow Inspector Gunnar Barbarotti, a Swedish detective of Italian descent. Again, he seems to enjoy making up locations, since his setting Kymlinge is named after an abandoned train station. 
Karin Fossum "the Queen of Norwegian Fiction" has been both Poet, and wildly successful author of the Inspector Konrad Sejer series. 
Liza Marklund wrote 8 best selling novels crime in Sweden, before she collaborated with James Patterson for The Postcard Killers. This book shot to number one on the best seller lists (she is only the 2nd Swedish Author to do so) in August of 2010.
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Thanks..... I've been really enjoying reading these books, I hope you'll give them a try
What a fascinating collection of authors.
I've been plowing through the Henning Mankell this summer. It's great stuff. Different than the US mysteries.
I love this type of crime fiction both to read and to watch as TV series (the original The Killing was grand, much better than the US TV series made afterwards).
Oh and the Jo Nesbo books are some of my favorites too.
Great article, Maggie. Haven't read all the authors you list here but I like very much some of the film adaptations and Scandinavian cinema in general.
Having devoured (almost) all of Jo Nesbo, I think I'll tackle the "Wallander" series next.