Which definition of "Scandinavia" will this follow?
From Wikipedia:
"Scandinavia most commonly refers to Denmark, Norway, and Sweden. It can sometimes also refer to the Scandinavian Peninsula (which excludes Denmark but includes a part of northern Finland). In English usage, Scandinavia is sometimes used as a synonym for Nordic countries. Iceland and the Faroe Islands are sometimes included in Scandinavia for their ethnolinguistic relations with Sweden, Norway and Denmark. While Finland differs from other Nordic countries in this respect, some authors call it Scandinavian due to its economic and cultural similarities."
I would suggest the broadest interpretation, so;
Denmark, the Faroe Islands, Finland, Greenland, Iceland, Norway & Sweden.
Of course, if you want to go all-out Whiffy, then you could pull the north of the UK, including the Yorks/Humber, North West & North East counties, Scotland (including the Orkney & Shetland islands), northern & eastern Ireland (Londonderry, Antrim & Down), the lost bits of Finland, & much of modern Russia, the Baltic states & Ukraine into the fold, too. Maybe even parts of North America.