I have found that if you ask people which countries comprise Scandinavia, no one seems to agree.
Our friend Wikipedia has the following definition
While the term Scandinavia is commonly used for Denmark, Norway, and Sweden, the term the Nordic countries is used unambiguously for Denmark, Norway, Sweden, Finland, and Iceland, including their associated territories (Greenland, the Faroe Islands, and the Åland Islands).[ Scandinavia can thus be considered a subset of the Nordic countries.
About.com says the following
The region known as Scandinavia includes the countries of the Scandinavian Peninsula, Norway and Sweden, along with Denmark. Sometimes Finland and Iceland are also considered part of Scandinavia.
What do you think?