It seems that the Scandinavian countries, particularly Norway and Sweden, have been seeing mysterious things in their skies and under their seas for quite some time. Even as recently as couple of decades ago, you might recall, there were mysterious "submarines" being detected off Norway and Sweden.
As early as 1933, the Swedes, and even the British, were investigating mysterious unmarked aircraft that flew over their countries, according to Above Top Secret by Timothy Good. Oddly, these craft flew in weather that grounded other aircraft of the time.
From 1943 to 1944, several German experimental rockets from the Peenemünde test facility, including first the V1 and then the V2 rockets, veered off course and crashed in Norway and Sweden. These were readily identified and served to warn the Allies of German V2 development.
However, even after the defeat of Germany by the Allies, rocket-like objects were seen in the skies over Scandinavia, peaking in the year 1946. In 1946, there were over 2,000 reports of unidentified flying objects over the airspace of Denmark, Finland, Norway, and Sweden. These objects usually looked like rockets with fiery exhausts, and they sometimes performed unusual maneuvers like sharp turns and sometimes even reversing their course as they passed overhead.
Since the Russians had captured the Peenemünde facility intact, it was at first thought that these objects, popularly called ghost rockets, were evidence that the Russians were continuing the development of rocket projects at that facility, with the help of captured German scientists.
Experts said that 80% of the reports were due to natural phenomena such as meteors, but they had no explanation for the other 20%. Even though the objects were reported to explode in mid-air or to crash into the ground, no real wreckage was ever found. The debris that was collected with the idea that it had come from the ghost rockets turned out to be carbon or metallic rock similar to meteorite debris.
Oddly, similar objects also appeared over some of the southern European countries such as Greece, where an official investigation was conducted in 1947. The leader of that investigation, Professor Paul Santorini, revealed in 1967 that their investigation showed that the objects were not missiles. He also said that before they could proceed any further, the army ordered the investigation stopped. Even today, fifty years later, official Greek files on the ghost rockets are still classified documents.