(Not sure whether in all cases they are referring to legal or illegal immigration)
http://www.guardian.co.uk/world/2010/sep/24/sweden-immigration-far-right-asylum

Snippets:

In a country that elevated social democracy into the natural form of government for decades, Maria has been a loyal stalwart. The 66-year-old retired canteen worker has always voted for Sweden's Social Democratic party, like the vast majority in her working-class suburb of Malmo. Until last Sunday, that is. That morning Maria broke the habit of a lifetime and in doing so helped redraw the map of Swedish politics. She voted for an extreme-right movement accused of being Islamophobic that broke into parliament in Stockholm for the first time, probably condemning the country to a fragile minority government.

In France, President Nicolas Sarkozy has been trying to recover support he forfeited in March to the National Front by expelling Romanian Gypsies. In the Netherlands, Geert Wilders' Freedom party goes from strength to strength with his single issue anti-Islam campaign, paralysing Dutch governance.

In Austria, the extreme right leader, Heinz-Christian Strache, is running for mayor of Vienna next month. He will lose. But he looks likely to take more than 20% of the capital's vote. Next door in Hungary the radical rightwing Jobbik has gained a parliamentary foothold and is demanding permanent, guarded internment camps for Gypsies. In Italy the anti-immigrant Northern League of Umberto Bossi is in government and is the country's fastest-growing party.

In Germany, meanwhile, where the extreme right has failed to make inroads, the political sensation of the summer has been the taboo-busting, bestselling book by Thilo Sarazzin, a former Berlin central banker.

Trouble:

Signs of friction and trouble are not hard to find beneath the veneer of Scandinavian order, decency and prosperity. Beyzat Becirov points to the window in his office at Malmo's main mosque.

A bullet perforated the reinforced glass earlier this year, shaved the neck of a colleague and lodged itself in the drawer of a desk. "We've got to defeat all fascism," said the imam and head of Malmo's 60,000-strong Islamic community. "But you get it on both sides, on our side as well." His mosque is the oldest and biggest in Sweden. It has been burned down once, and a pig was placed in the prayer hall. Becirov said there had been 300 attacks since it was built in 1983. There have been riots. There are no-go areas.