Norwegian secret services for
decades conducted illegal political surveillance going
far beyond "just" phone taps.
I personally knew people who were regularly harassed because of membership in legal political organizations.
One was the newspaper editor of the newspaper "Friheten" ("Liberty"), linked to the communist party, who told me how he for years was now and against stopped by officers from the police surveillance service (POT; now PST) who would make a point out of commenting on conversations that he and his wife had face to face in his home to prove they were listening in. There was no legal basis for the surveillance - POT had legal powers to initiate surveillance in cases where there were legitimate surveillance needs, but this surveillance never went through proper channels because they knew full well it wouldn't have been approved.
Another was a trade union rep whose commute to work had him walking past the Soviet embassy, which was the only reason he could think of for why he was tailed to and from work every day for years. They didn't try to hide it - making it obvious was part of their regular harassment.
(To be clear, while most of this surveillance was directed at left wing groups, the most likely instigator was the Norwegian social democrats in the 50's and 60's, not the right wing - the social democrats were if anything more worried about the groups to their left than they were about the conservatives at the time)
This was rolled up in the mid 90's, and during the parliamentary investigation it was revealed that one of the committee members - a socialist MP - was under illegal surveillance by POT while he was investigating them...
POT was "rebranded" the Police Security Service (PST), and we were assured it won't happen again, but the oversight is a total joke. Last year one of the largest papers revealed extensive amounts of illegal IMSI catchers in Oslo, for example, and it's all just petered out. The various agencies insisted it was nothing to worry about awfully quickly for someone who also denied having anything to do with it - if they had nothing to do with it, presumably they'd have been all over figuring out what was going on; their fast denials only makes sense if they denied because they knew exactly who and why.
Norway has also figured in Snowden documents as providing significant intelligence to the NSA.
Sweden has the infamous "FRA law", a signals intelligence law that makes every signal that passes the Swedish border free game for Swedish military intelligence. Which is pretty nasty when you consider that the host interchange points that a lot of European internet traffic travels through.
So don't assume you can escape this, because we can't. The only option is to find ways to fight back.