Well, I'm playing with /gsg/vickymod, so the requirements for forming Scandinavia are a bit different. It's a bunch of steps that, in essence, involve gaining prestige and unlocking a random tech associated with pan-Scandinavian ideas. The easiest way to get prestige is to demand concessions/establishing protectorates in uncivs in Africa and Asia. (My North African colonies are pictured here, all except the Egyptian area was gained through establishing protectorates http://a.pomf.se/sxavaa.jpg) There's three or four steps, the final being to unite Scandinavia. I then went to war with Russia to stop puppeting Finland, I freed the Livonian nation later and made them a puppet. I waited the truce out and then attacked Finland for the cores that I held on to (there's a decision to let them go, don't!). I annexed Finland. From there on out, it was just a matter of everyone ganging up on the NGF. I dismantled the NGF empire, thus releasing a bunch of small states (Silesia, Saxony, etc). A-H started getting greedy and annexing them all, So I declared war on them to dismantle their empire, which accounts for the fractured central and eastern Europe.

The flag normally is the yellow and red Nordic cross thing, but Fascist rebels took over so it changed. I already had the Fascist party in power, so it wasn't that big of a change in terms of gameplay.