CCP is Icelandic and while it's "nordic" it's kinda far out there, it's also not a particularly big company. Unity Technologies started in Denmark but they moved to SanFran quite early and effectively Unity grew up in SV AFAIK Unity Tech doesn't have an office or any presence in Denmark and that has been true since the very early days.

There are quite a bit of other game related successful ventures up in the north, DICE, Remedy, Nordic Games, Funcom and quite a few others come to mind.