Aw, poor Norway. Nobody ever tells him what is going on.
Bornholm, the only on of Denmarks far away islands that actually likes Denmark and consider themselves to be Danes (Though not quite the same kind of Danes as the rest of us).
Scania is the very south of Sweden, and even though it belongs to Sweden now, a lot of people feel that its still part of Denmark, and the rest of Sweden think that theyre pretty weird.
The story behind this comic is that Sweden once defeated Denmark, and the Danish king had to give up most of Denmark and parts of Norway (which was under Denmark at the time) so as not to loose the entire kingdom.
But the Swedish king was a bit of a bully at the time, and Bornholm quickly grew tired of being part of Sweden, so they killed as many Swedes as they could get their hands on, until the rest finally left.
Then they went back to Denmark and told the king that they would be part of his kingdom again if he promised to never give them away like that again. They just liked Denmark that much.
Apart from the killing Swedes part, I think its actually a pretty cute story.