A typical Swedish or Finnish semla
A semla or fastlagsbulle (Swedish), laskiaispulla (Finnish) or fastelavnsbolle (Danish and Norwegian) is a traditional sweet roll made in various forms in Denmark, the Faroe Islands, Iceland, Estonia, Finland, Latvia, Lithuania, Sweden and Norway associated with Lent and especially Shrove Monday or (mainly) Shrove Tuesday.
The name semla (plural, semlor) is a loan word from German Semmel, originally deriving from the Latin semilia, which was the name used for the finest quality wheat flour or semolina. In the southernmost part of Sweden (Scania) and by the Swedish-speaking population in Finland, they are known as fastlagsbulle, in Denmark and Norway they are known as fastelavnsbolle (fastlagen and fastelavn being the equivalent of Shrovetide). In Scanian, originally an Eastern Danish dialect, the feast is also called fastelann. In Finnish they are known as laskiaispulla, in Latvian as vēja kūkas, and in Estonian as vastlakukkel.
The oldest version of the semla was a plain bread bun, eaten in a bowl of warm milk. In Swedish this is known as hetvägg, from Middle Low German hete Weggen (hot wedges) or German heisse Wecken (hot buns) and falsely interpreted as "hotwall".
Today, the Swedish-Finnish semla consists of a cardamom-spiced wheat bun which has its top cut off and insides scooped out, and is then filled with a mix of the scooped-out bread crumbs, milk and almond paste, topped with whipped cream. The cut-off top serves as a lid and is dusted with powdered sugar. Today it is often eaten on its own, with coffee or tea. Some people still eat it in a bowl of hot milk. In Finland, the bun is sometimes filled with raspberry jam instead of almond paste, and bakeries in Finland usually offer both versions. (Many bakeries distinguish between the two by decorating the traditional bun with almonds on top, whereas the jam-filled version has powdered sugar on top). In Finland-Swedish, semla means a plain wheat bun, used for bread and butter, and not a sweet bun.
In Finland the traditional dessert predates Christian influences. Laskiaissunnuntai and Laskiaistiistai were festivals when children and youth would go sledding or downhill sliding on a hill or a slope to determine how the crop would yield in the coming year. Those who slid the farthest were going to get best crop. Hence the festival is named after the act of sliding or sledding downhill, laskea. Nowadays laskiainen has been integrated into Christian customs as the beginning of lent before Easter.
The version sold in Danish and Icelandic bakeries on or around Shrove Monday is rather different, made from puff pastry and filled with whipped cream, a bit of jam and often with icing on top. At home people may bake a version more similar to a usual wheat roll, mixing plain yeast dough with raisins, succade and sometimes candied bitter orange peel.
In Icelandic Shrove Monday is called bolludagur (bun day), named after the pastry.
The semla was originally eaten only on Shrove Tuesday, as the last festive food before Lent. However, with the arrival of the Protestant Reformation, the Swedes stopped observing a strict fasting for Lent. The semla in its bowl of warm milk became a traditional dessert every Tuesday between Shrove Tuesday and Easter. Today, semlor are available in shops and bakeries every day from shortly after Christmas until Easter. Each Swede consumes on average five bakery-produced semlor each year, in addition to all those that are homemade.
King Adolf Frederick of Sweden died of digestion problems on February 12, 1771 after consuming a meal consisting of lobster, caviar, sauerkraut, smoked herring and champagne, which was topped off by fourteen helpings of hetvägg, the king's favorite dessert.
In popular culture 
The fictional Swedish private detective Ture Sventon is famous for liking semlor.