The Scandinavian countries have over the course of history been very involved with each other politically - Sweden claimed Finland for quite some time, Denmark claimed Norway, the Kalmar Union united Sweden, Norway and Denmark politically for a good while, etc. Sweden's southern border towards Denmark, in particular, has shifted many times; to this day, the people living in Scania (Sweden's southernmost province) speak a dialect that echoes many sounds of the Danish language, with guttural r's and several loan-words.

Culturally, they were (and are) similar in many ways. There are obviously differences, but I think you're going to have to explain further what you mean by "cultural unification" before any proper answer can be given.

Do you mean political unification? Scandinavia is pretty culturally homogeneous, when compared to other neighboring countries in Europe or most other places.