Scandinavia - Home of the vikings
The reason Denmark, Norway and Sweden are known a Scandinavian countries is the Scandinavian peninsula, not the other way around. Today only Norway and Sweden occupy this peninsula, but traditionally Denmark used to have lands in southern Sweden.
Until the age of the railroad, seas and waterways connected rather than separated, so it was common to have land on both sides of a strait. If we go further back in history, it seems that the original homeland of the Danes was in southern Sweden, and they later expanded into what is now Denmark, where the Jutes were already living.