Can also be spelled "Ae", "Oe" or "Aa", if your keyboard doesnt support these letters.
Æ. (lower case: æ)
Common used letter in Norwegian and Danish, has its origins in latin. In Sweden, Germany and Finland they use "Ä" (or "ä") instead.
Ø. (lower case: ... well you propably figured that out already..)
Also a common used letter in both Danish and Norwegian, however, its also used in Faroese, and propably elsewere aswell. Ø is equivalent to the vowel and letter Ö in German, Swedish, Icelandic, Estonian and Finnish.
Å. (lower case: å)
A letter only used in Scandinavia, Sounds like the vowel in "oh" or "no". In Danish an "Å" is a stream, small river or a creek.
2. Damn, my keyboard is the worst piece of crap ever. It doesn't support awesome nordic letters.