At that time , Norway included Iceland , Greenland , the Faroe Islands , Shetland , Orkney , and parts of Finland belonged to Sweden . The union was started in 1397 at a meeting in the town of Kalmar , Sweden . The Kalmar Union ( Danish , Norwegian , and ) is a historiographical term meaning a series of personal unions ( 1397 â `` 1523 ) that united the three kingdoms of Denmark , Norway ( with Iceland , Greenland , Faroe Islands , Shetland , and Orkney ) , and Sweden ( including Finland ) under a single monarch , though intermittently and with a population fewer than 3 million .