A number of countries border the Baltic Sea, including Sweden, Germany, Latvia and Lithuania. If you're trying to picture where this is, start at Italy and head north for a while (through Germany), then slightly east.
The scenery is stunning, with green fields, lighthouses, farms, cities and of course, the Baltic Sea itself. The show features individuals that live along this northern coastline. They've had people who's lives revolve around the sea, such as fishermen, artists or harbor workers. There's also people who farm or raise animals in the area.
The show was almost exclusively filmed in the summer, since the weather always looks beautiful. I realize that it's not like that year round, but it tempts me anyway. And I'm sure, if I ever make it there, it will look just like it does on TV. (Don't disillusion me.)