The Girl Who Played with Fire by Stieg Larsson

I'll admit it. I was late to the Dragon Tattoo party. And I liked but not loved the first in the series, The Girl with the Dragon Tattoo. However, I loved the second in the series, The Girl Who Played with Fire, in which we learn more about Lisbeth's sad past. And the cliffhanger ending makes me eager to get my hands on volume 3.

As an aside, if you're hooked on Scandinavian mysteries, I highly recommend the Jo Nesbo series featuring detective Harry Hole. And one of my friends highly recommended the works of H. Mankell.