|Oh no, they're talking about|
Olof Palme (1927-1986) served as the Social Democratic Prime Minister of Sweden in 1969-1976 and again from 1982 to 1986. He was assassinated on 28 February 1986 by an unknown man, either because of a shady arms deal with India, or due to Cold War intrigues, or because he antagonized the South Africans, or by Kurds, Chilean fascists, Freemasons, the CIA, a follower of Lyndon LaRouche, right-wing extremists, left-wing extremists, and/or Baltic herring worried about the prospect of being fermented in a barrel for six months.
In some ways the Swedish equivalent of the Kennedy assassination, Palme's death has spawned a vast literature and many theories. The case has been called the most extensive criminal investigation in global police history. Christer Pettersson, a drug addict and alcoholic, was convicted of the murder but freed on appeal. In June 2020, 34 years after the assassination, Swedish prosecutors announced that they believe Stig Engström, at the time a graphic designer, is the prime suspect and have decided to close the case based on circumstantial evidence. Engström committed suicide in 2000, and no motive has been identified, so it looks like the mystery won't unravel much further.
Palme was born 30 January 1927 in Stockholm to wealthy parents of Dutch and Baltic-German origin. He studied at Kenyon College, Ohio, for a year in 1947-48, and law at Stockholm University, becoming involved in student politics with the Swedish Social Democratic Party. Palme entered parliament in 1957, serving as minister for transport and later education, in which capacity he had to deal with the student protests of 1968. When party leader and prime minister Tage Erlander retired in 1969, he took over both positions, promoting constitutional reform and developing Sweden's social democratic institutions. In 1976, the Social Democratic Party lost power for the first time in 40 years, but he returned to power in 1982.
Views and policies
In addition to social-democratic policies, he supported environmentalism, nuclear power, and women's rights; while opposing the Vietnam War, Franco (famously labelling his government as "goddamn murderers", Apartheid, and the crushing of the Prague Spring. During his rule, the Swedish government even granted asylum to thousands of American Vietnam War resisters, leading to the United States recalling their ambassador in protest.  In retrospect, he has been labelled as one of the last genuinely anti-capitalist social democratic leaders. 
Palme didn't bother with a bodyguard, often walking around Stockholm unprotected. On 28 February 1986, he went to the Grand Cinema with his wife and walked home along Sveavägen, a street in central Stockholm. He was attacked by a lone gunman and shot at 23:21 CET; his wife was shot and slightly injured. The killer fled. Palme was rushed to hospital but died at 00:06 CET.
Engström was a graphic designer who was present during the assassination. At the time, he was questioned by police but treated as an eyewitness, not a suspect. Later claims have been made that Engström’s statement contradicted other eyewitnesses' statements  and he may have lied about his actions that night.
In June 2020, Swedish prosecutors announced that they believe that Engström is the prime suspect. He committed suicide in 2000, and the case was closed.
The first suspect was Victor Gunnarsson, a political extremist with links to the European Workers Party, the Swedish division of the LaRouche Movement. Arrested but quickly released, he later moved to the USA and was shot dead by Lamont C. Underwood, a former police officer and ex-fiance of Gunnarsson's girlfriend.
Christer Pettersson, an alcoholic and drug addict who had done time for manslaughter, was arrested in December 1988, picked out of a line-up by Palme's wife, tried and convicted. He was soon released on appeal because of irregularities in the line-up and the lack of a murder weapon or motive. He died in 2004 of head injuries apparently caused by an epileptic seizure. It was later suggested that he had killed Palme by mistake, confusing him for a drug dealer who often walked along the same street. Although a lot of the case involves confessions by people who may not have been right in the head, and like Gunnarsson, Pettersson did die in circumstances that could be described as suspicious, it does sort of make sense, even if it offers little moral or aesthetic satisfaction.
The suspect anonymized as GH in police reports owned one of the 650 registered revolvers of the same type as the murder weapon in the Stockholm area. The investigators decided to have all 650 submitted to forensic ballistic analyses, but GH did not respond to the request to hand over his revolver for tests. This somehow did not raise suspicions, and GH was not questioned until January 1995, where he claimed to have sold the revolver in '92 to a guy he had met in a restuarant. Today, GH’s Smith& Wesson .357 is the only one of the 650 revolvers that has not been analyzed. Furthermore, GH had a motive (he had just been bankrupted by the announcement of a new tax of the gross profit from stock trading), he lived close to the Grand Cinema, he was an experienced shot, he fitted the description of the murderer, and he did not have an alibi. However, GH was never charged. He committed suicide in 2008. The Danish journalist Paul Smith, who has written several books about the murder, is convinced that GH was the murderer and got off the hook because the investigators got fixated on Christer Petterson.  
Palme was an opponent of the Apartheid regime (although who wasn't, at least on the political left?). Allegedly he secretly channeled money from the Soviet Union to the African National Congress. Various shady individuals have been identified as the killer, including former South African police major Craig Williamson, Athol "Ivan the Terrible" Visser, Peter Caselton, or an unnamed former Rhodesian soldier. Stieg Larsson, author of the Millennium trilogy (The Girl with the Dragon Tattoo, etc.) devoted a lot of time to investigate the case and blamed Bertil Wedin, allegedly a Swedish mercenary hired by South Africa.
Palme was involved in an arms deal with Indian premier Rajiv Gandhi to supply howitzers from Swedish firm Bofors to India. However, Bofors was bribing the Indian government, and there were many very shady things going down. The Indian army wanted French artillery; the Swedish guns were useless, overheating and bending; some Swiss people made a lot of money; the result was a major scandal. Gandhi was assassinated in 1991. Proponents of this theory include author Jan Bondeson.
Palme had supported Chilean leftist Salvador Allende and opposed Augusto Pinochet's military coup; Palme's name was reportedly on a death list compiled by Chilean secret police. Journalist Anders Leopold suggested he was killed by Roberto Thieme, leader of a far-right Chilean organization financed by the CIA. The Chilean secret police did assassinate former Chilean diplomat Orlando Letelier in 1976 in the US, and Chilean secret police did conspire with the secret police of other South American countries to commit overseas assassinations in Operation Condor (Operación Cóndor).
Another theory suggests he was shot by right-wing extremists in the Swedish police force.
Kurdish separatists, the PKK, were also blamed. The police seem to have been keen on this theory, although the exact motive is unclear. Paul Smith believes that the theory originated from a Turkish-born Swedish journalist with connections to the Turkish Military Intelligence, who wanted to discredit PKK. 
Either in connection with Italian Freemasons or as a result of his attempts to broker a peace deal in the Iran-Iraq War, thereby upsetting the Iran-Contra deal. Sweden was nominally neutral during the Cold War but cooperated with the USA on defense despite Palme's frequent criticisms of US foreign policy. Nonetheless, Palme has been accused of being too close to the Soviet Union, with the idea that his attempts at brokering détente led to his death. It was also suggested that his desire to reduce American influence in Sweden and his opposition to NATO nuclear weapons being deployed in Sweden led to his murder by Americans or their agents.
His death has been linked to Italian Freemason lodge Propaganda Due, who "may" also have murdered Aldo Moro (whose death is commonly attributed to radical leftists, the Red Brigades). There's no clear motive other than the claim that the CIA paid them.
The film Sista Kontrakten (The Final Contract; 1998) offers a dramatization, blaming a master assassin apparently opposed to Palme's anti-nuclear-weapon policies, although it keeps it vague.
Other dead Swedes
Swedish Social Democratic politician Anna Lindh was stabbed on 10 September 2003, dying the following day. Serb Mijailo Mijailović was convicted for her murder. However, his motives were unclear (he may or may not have been mentally ill and might have been motivated by her support for NATO's bombing of Serbia in the 1990s). It's probably not connected, but feel free to make something up.
King Charles XII
King Charles XII of Sweden (1699-1718) was shot through the head and killed in 1718, while laying siege to Fredrikshald Fortress in Southern Norway, officially by an enemy bullet. However, there has been persistent speculation that he was shot by his own side, either by accident or on purpose, with suspected assassins ranging from a war-weary Swedish soldier to a conspiracy of noblemen in league with his successor. Until the murder of Olof Palme this was the big riddle in Swedish history.
UN Secretary-General Dag Hammarskjöld was killed in a plane crash while flying to Ndola, Zambia, to negotiate a cease-fire for hostilities in the Congo. The plane crash remains officially unexplained by the United Nations, prompting many to speculate as to the exact cause of his death. Theories range from the crash being the result of simple pilot error to his plane being shot down. Those who believe his death was an assassination often blame Belgian mercenaries, South Africa, MI6, and (of course) the CIA.
- Leif G. W. Persson quoted in Assassination of Olof Palme.
- Olof Palme murder: Sweden believes it knows who killed PM in 1986 (10 June 2020) BBC.
- Swedish police say they know who assassinated Prime Minister Olof Palme, concluding a murder mystery by Michael Birnbaum (June 10, 2020, at 9:07 a.m. PDT) The Washington Post.
- Olof Palme
- Assassination of Olof Palme
- Famous Assassinations in World History, Michael Newton, ABC-CLIO, 2014
- Palmemordet.eu (English)
- Paul Smith:Mordet på Olof Palme - Den Endelige Opklaring, Hovedland, 2010
- German magazine Focus, reported in Yugoslavian hitman in Scottish jail accuses fellow countryman of murdering Swedish PM Olof Palme in Balkan plot, Daily Mail, 18 January 2011
- Who Killed Swedish PM Olof Palme? Five Best Conspiracy Theories, IB Times, February 26, 2014
- Money! Guns! Corruption!, Pranay Gupte and Rahul Singh, Forbes, 7 July 1997
- Palme Knew His Name Was On A Chilean Secret Police Death List, Joseph, Lelyveld, The Sydney Morning Herald, Jun 10, 1986.
- Paul Smith:Mordet på Olof Palme - Den Endelige Opklaring, Hovedland, 2010
- Olof Palme's Assassination (Operation Tree), Trowbridge H. Ford, 22 June 2004
- NATO's Secret Army in Neutral Sweden, Daniele Ganser and Mats Deland, Journal for Intelligence, Propaganda and Security Studies, 4:2, 2010
- Conspiracy Encyclopedia, Thom Burnett, pp 118-119
- Anna Lindh
- Behind the mask of Lindh murder suspect, Ed Vulliamy, The Guardian, 9 November 2003