Only reason Sweden could be free and neutral, was because Swedens friend and protector Herman Goering guaranteed Swedens integrity. Otherwise Adolf wanted to occupie Sweden as well.
That is a very interesting story about how Sweden stayed neutral. It all started “because an obscure German aviator fell in love with a beautiful Swedish woman on a cold winters night in 1920.”
Goering first wife lived there and he had, through his former brother in law (Count Eric Von Rosen), Given his word to King Gustav of Sweden that Swedish neutrality would never be violated by the Nazi party.
When Goering heard of Hitlers plan to invade Sweden with the OKW in March of 1941, he immediately went to Berchtesgaden and stould up to Hitler for the first time in his life.
He told Hitler of his promise to the King and said that if they invaded Sweden, the fuhrer would have to accept his resignation.
Hitler could see that Goering was quite sincere about this and their relations as friends, were still very good. Although Hitler was not happy about it, he ordered an immediate halt to the OKW. Hitler knew that if anything, he could attack Sweden later but that never ended up happening.
A side note regarding Goering:
After the death of Goerings first wife, he never really was the same. She pushed him to work harder and be a better man while his second lover lured him away with all her might to spend, eat, and drink lavishly in their gorgeous home along the Black Forest. She even had Goering help her Jewish friends get out of Germany.
Goering was coherced by her to intervene more than a few times when her Jewish friends (mostly actors and aristocracy) were taken into custody by the SS and Gestapo. There was a final intstance later in the war when Goering & Hitler were not on good terms. Once again Goering was begged to intervene on behalf of a husband and wife taken into custody and were awaiting deportation to a concentration camp. Goering interviened by telephone and an agreement was made that they would be sent to “one of the nicer camps” and given their own private quarters with a servant. However, out of spite for Goering, the Reichsmarshall had them executed immediately.
Source of Refferance: “Eagles of the 3rd Reich, the men who made the Luftwaffe” by Samuel W. Mitcham JR.