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The Kalmar Union (Danish, Norwegian, and Swedish: Kalmarunionen) is a historiographical term meaning a series of personal unions (1397–1523) that united the three kingdoms of Denmark, Norway (with Iceland, Greenland, Faroe Islands, Shetland, and Orkney), and Sweden (including some of Finland) under a single monarch, though intermittently and with a population of less than 3,000,000.
The countries had not technically given up their sovereignty, nor their independence, but in practical terms, they were not autonomous, the common monarch holding the sovereignty and, particularly, leading foreign policy; diverging interests (especially the Swedish nobility's dissatisfaction over the dominant role played by Denmark and Holstein) gave rise to a conflict that would hamper the union in several intervals from the 1430s until the union's breakup in 1523 when Gustav Vasa became king of Sweden.
Christian IV of Denmark feared a renewed Union of Kalmar in which Denmark would be junior to Gustavus Adolphus' Sweden. Gustavus's alliance with the time-displaced Americans of Grantville and the newly established United States of Europe seemed to confirm that fear. In response, Denmark joined the League of Ostend. However, after its defeat in 1634, Denmark was forced into a new Union, but it was not as bad as Christian had feared.
While Gustavus was named High King of Kalmar, Denmark kept its sovereignty and Christian was second only to Gustavus. Denmark also received an ironclad and an airplane. On a personal level, one of Christian's sons, Frederick, was named administrator of of the USE's Province of Westphalia, while his son Ulrik was betrothed to Gustavus' daughter and heir Kristina. All these things helped Christian become reconciled to the re-establishment of the Union.
For his own part, Ulrik supported the re-establishment of the Union because he knew that the circumstances which had allowed Denmark and Sweden to be major players in Europe had not lasted in the original timeline and would not last in the new one. He knew that only a united Scandinavia would have even a chance of not becoming marginalized.