I had the exact same situation (Nordic keyboard, US layout). The problem is that Mac OS thinks you're using some sort of non-standard English keyboard. To fix it:

 1. Open keyboard settings
 2. Click "Change keyboard type..." at the very bottom|
 3. The keyboard setup assistant will pop up and ask you to press the key to the right of the left shift key
 4. **Do not press that ">" key**
 5. Instead, press Z

Mac OS will now determine that you're using a standard US keyboard.