Denmark, actually has a queen. Queen Margrethe II (her full name is actually Margrethe Alexandrine Þórhildur Ingrid) of Denmark. I love her, one of my favorite regnal queens of all time, though I love Her Majesty, Elizabeth II of the United Kingdom of Great Britain and Northern Ireland and Julianna Emma Louise Marie Wilhelmina van Oranje-Nassauof the Netherlands. It's interesting that Margrethe has an Icelandic name, Þórhildur because, at the time of her birth, King Christian X was also the King of Iceland, and as a tribute to the people of Iceland, the Princess was given an Icelandic name, Þórhildur (spelled with the Icelandic thorn character, simplified as "th").
Norway - His Majesty, Harald V Sweden - Carl XVI Gustaf
Finland and Iceland are republics. They do not have kings and queens.