Actually, until Napoleonic wars, Sweden was pretty much in a constant state of war. For instance, my great-grandfather in 12th generation (then a Swedish subject in Östprovinsen, now known as Finland) earned himself a little manor house (tax-exempt and all that) by spending a couple of decades in the Thirty Years War pillaging Prague and other places.

Well, many others were also warring a lot then, but the change was quite abrupt in Sweden, and then the country even managed to stay out of WWI and WWII.

Of course, in Cold War it was actually operating with the U.S. but the war was not, well, hot.