Yes, Delta stopped JFK-ARN because of 9/11. And AA stopped ORD-ARN for the same reason. So now SAS is the only airline left serving those two routes.
(Although I read one or both of them were near cancellation as well, but were saved by DL and AA pulling out)
Before 9/11 another american carrier was going to start scandinavian routes - OSL and GOT, but that plan was definately dropped after 9/11. I think it was Continental, but I could be mistaken. Anyway, after 9/11, there are no American carriers flying to Scandinavia.