Any Nordics here who can comment on this? I can't say I notice any difference between the Nordic/UK/American sense of humor. Of course "Americans don't understand irony" so I'm probably missing a lot of nuances.
It's hard to find an American comedy (since Wag the Dog, perhaps) that doesn't fall on the gag of fremdschämen.
A typical example of the bleak humour from here would be the Danish movie [Flickering Lights](https://www.youtube.com/watch?v=XE4ZBcK01HU)