Over the years, many airlines have tried: NW
introduced its European services with many flights to Scanadanvia (and Scotland, etc), PA had flights to all of the capital cities at one time or another, DL
tried, etc., etc. The problems are a small markets, seasonality, lots of connections available, aircraft that have the range to operate the routes are simply to big (this is a case where the proposed 757LR would have worked I think), and, more and more, unless an airline can offer daily service, they are not interested in the route.......without daily service, airlines lose full fare passengers it seems. Alliances and hubs have not helped either, NW
will gladly fly you via Amsterdam (w/KL), United via Frankfurt (w/LH), etc, etc. Also, SAS and Finnair have rather good reputations in their home countries and the USA making it harder to compete.
There have been rumors that CO
was interested in opening up a flight between Newark and "a Scandanavian capital" (Copenhagen or Stokholm I would guess) with a 762 (makes sense, smallest capacity long-haul airliner....the 757 does not have the range), but nothing ever came of it.