Danish and Swedish tv shows are all the rage as thriller books did since Stieg Larsson's Millenium trilogy became famous.
I enjoyed The Bridge and The Killing (both have their US versions, which are really good as well)

The Bridge (Danish-Swedish version)


I would also suggest British tv shows such as Broadchurch, Luther, Sherlock and the Fall.

Broadchurch (UK version)


How about you?