SÖLVESBORG, Sweden — Around 4,000 far-right supporters gathered on the grounds of a ruined castle last weekend to plot the downfall of the socialist ideas that have come to define their progressive country. Their views — anti-immigration, anti-establishment and often anti-Muslim — are not new amid the populist tsunami that's crashed into much of the West. But this is Sweden, where socialists have won every election for the past 101 years, making the Nordic nation something of a lodestar for leftists around the world. Some polls predict that the supporters' favored party, the Sweden Democrats, with roots in neo-Nazism and...