Apple is planning on opening its first retail store in Sweden, according to Market.se [Google translation]. While Market.se doesn't cite its source, a recent Apple job listing for a Payroll Supervisor in Stockholm lends additional credence to an upcoming Swedish Apple store. Besides the Market.se report and the job listing, there's not a lot known about the Swedish Apple store.
It's likely that it will be located in the capitol of Stockholm. Apple does always like having its first store stand out, so it's probable that it will be in a renovated historic or aesthetically pleasing modern building in a high-traffic area. Apple just opened its 325th retail store in Lyons, France and plans to open a total of 40-50 stores in fiscal year 2011, which ends in September.