As a norwegian, I can categorically put this misconception to rest. Scandinavia is Norway, Denmark and Sweden. Period.
Feel free to check out the wikipedia pages for "scandinavia" for any of the three countries, or any old-school written encyclopedia for that matter. On the norwegian wikipedia page for "skandinavia" there's even a chapter about this common misconception.
The culture in the three scandinavian countries is very similar, as are the languages. (We can normally all understand eachother.) Iceland, while being full of emigrated scandinavians, no longer fits into this group as their language has changed significantly (in addition to their physical location ofcourse). Finland does have a scandinavian origin minority on the west coast, and still officially uses two languages, but 95% of the population uses Finnish primarily.
Bringing up the Sami people seems pretty irrelevant, as they have always been a tiny nomadic (which is why I'll let you get away with writing "large parts of scandinavia") people with completely different language and culture from the rest the peninsula. Traditionally they have lived all the way up north, where hardly anyone else lived when the concept of "scandinavia" was born, more or less seperate from the general population.
It is true that parts of Finland and Estonia have been under Scandinavian "rule" during certain periods of history however. And while I am no expert on the matter, I believe you can say that about areas in England and even France as well.. The Vikings were pretty crazy.
Edited by njdevsftw, 20 February 2014 - 07:26 AM.