For Sweden: the National Archives, Riksarkivet.
I have been writing a bit about their resources on a WikiTree page or two.
I would like to emphasize that although FamilySearch is a great place to search for Swedish ancestors, the FamilySearch records, when there is no image available, should only be used for ideas where to look up the original at Riksarkivet.
The FamilySearch transcriptions are all too often inaccurate about names - notably, they often give women a male patronymic ending in -son when they should have a -dotter name.
FamilySearch, on the other hand, has the advantage that you can search for individuals (particularly births) at a much earlier time than Riksarkivet provides searches for. At Riksarkivet before (roughly) 1880 you have to go to the archive for a parish, find the book for the correct period of time, skip to the right year and read the old chicken scratch. The advantage is that looking at the actual record you usually get other clues to the family.