Do you mean Swedish movies on DVD or Swedish releases of any types of movies on DVD?
There are several Swedish online shops of course but not many of them ship overseas. I have a friend in New Zeeland who ordered a few from a Swedish website that would ship internationally but the name escapes me right now. Not very helpful I know, but I can check it with her.
DVDNorden ships abroad, but their web site is only in Swedish. DVDSverige.com also ships abroad, and you can select swedish or english language on the site.
Hope this helps.