Is it Swedish or Danish? I don't think there is a set recipe other than it tends to be fish based eg. prawns in mayonaise or marinated fish - all served on toast.
My mate Anders calls skagen "this heavenly dish from the Motherland of Culinary Excellence... This is one of Sweden's most popular seafood dishes, and one that restaurant critics tend to mention in their verdicts. Basically, it is a mix of shrimps, dill, onion and mayonnaise put on a piece of toast, garnished with lumpfish rom and a slice of lemon."