A lot of old items from royalty and nobility. If you ever wanted to see how armor was deemed bullet-proof they have some dented chestplates that shows it off.
Army history from the 1500s and through the Cold War. Old collections of weapons, explanations of how huge armies were maintaned and fed and iirc they also have a huge old soviet missile.
The Vasa museum is awesome! And while we're talking about Nordic countries, the Fram museum in Oslo is amazing. Being able to walk on and through the actual boat that Roald Amundsen took to the Antarctic is kind of incredible.
Him: “You gonna go see the boat museum?”
Me: “The what?”
Him: “The boat museum. It’s a museum with a boat in it.”
Me: “…just one boat?”
Him: “Trust me. Go see the boat.”
He was right. One of the coolest museums I’ve ever visited in my life.