Sweden, Norway, and Finland are the main exceptions to the general pattern that Left=Urban, Right=Rural.From what I have researched This is apparently because small towns are industrialized and proletarian, less wealthy, while the cities are bourgeoisie, academic, professional and wealthier. Denmark for some reason, does follow the general pattern.
Is this really a general pattern though? Even in the US, there are several exceptions to this "rule".
Many of those exceptions in the US seem to prove freefair's point - the sparsely populated rural Midwestern counties (like Pepin in Wisconsin, Fillmore, Kittson, Lake and Houstin in Minnesota, Sargent in North Dakota) that went for Obama largely match up to those that were settled by Scandinavians.