For months, Scandinavian countries have accused Russian military planes and ships of slipping into their waters without permission. It’s made many Nordic governments wary of the Kremlin’s intentions in the Baltic Sea and the Arctic Ocean. Russia’s assertive behavior is driving Sweden and Finland — two countries that have never been part of NATO — closer to the alliance. At present, Norway, Denmark and Iceland make up NATO’s Nordic members. According to Anna Wieslander at the Atlantic Council: Denmark has played a key role, with some support from the United Kingdom, putting Baltic Sea security and the perspective of relevant...