HBO Nordic covers all of Scandinavia (and has been around for more than a year). They started out with an expensive monthly and less expensive 6-month subscription but have now a uniform monthly price of around USD 14/month. It's usable from various devices and supported TVs (e.g. newer Samsung series). http://hbonordic.com/how-to-watch-hbo
Not sure about the other countries, but in Sweden it's $11/month (79 kr). Netflix is also 79 kr/month, and the (in practice) mandatory TV license which pays for (awesome!) public service is roughly twice as much at 173 kr/month. All have decent streaming services which covers the devices I care about.
There is very little reason to pirate TV in Sweden today, I think the only major shows you can't get are AMC's.
