Question: Is there any consulate/embassy in scandinavia who provides visas to iran?
Answer: There is an Iran embassy in Oslo, NorwayUsually apply through embassy takes long time about 30 days so it is not suggested. By the way, some of the embassies ask for an invitation letter, in this case you have to use the first option.
So it is better to fill in the visa form on http://www.uppersia.com/Iran-travel-services/iran-visa.html, it takes about 10 working days to get your reference number and two working days to collect your visa at the embassy by direct referral or one working week by posting the docs to the embassy. You can pay the visa fee in cash in Iran.
Check the cheapest Iran tours at http://www.uppersia.com/Iran-tours