National health care registries in the Nordic countries share many attributes, but different legal and ethical frameworks represent a challenge to promoting effective joint research. Internationally, there is a lack of knowledge about how ethical matters are considered in Nordic registry-based research, and a lack of knowledge about how Nordic ethics committees operate and what is needed to obtain an approval. In this paper, we review ethical aspects of registry-based research, the legal framework, the role of ethics review boards in the Nordic countries, and the structure of the ethics application. We discuss the role of informed consent in registry-based research and how to safeguard the integrity of study participants, including vulnerable subjects and children. Our review also provides information on the different government agencies that contribute registry-based data, and a list of the major health registries in Denmark, Finland, Iceland, Norway, and Sweden. Both ethical values and conditions for registry-based research are similar in the Nordic countries. While Denmark, Finland, Iceland, Norway, and Sweden have chosen different legal frameworks, these differences can be resolved through mutual recognition of ethical applications and by harmonizing the different systems, likely leading to increased collaboration and enlarged studies.