A civil ceremony can be held at many Swedish embassies. However, the ceremony must be planned a long time in advance in order to find a suitable day. It also takes a lot of paperwork. Do a search on the net “Wedding + embassies” for more information. The ceremony itself isn’t usually free, at the Swedish embassy in Paris, for example, the fee is EUR 61 approx. SEK 600.
There are more Swedish churches abroad than you may think. Many have the right to marry you and you can find them by searching for ”SKUT” – which stands for the Swedish Church abroad.