The Åland Islands are legally not in Sweden—they are in Finland. But one thing sets them apart from the rest of Finland—Ålänningar (people of Åland) speak only Swedish.
Historically, all of Finland was part of Sweden since the Middle Ages. But in 1809 Sweden lost the war with Russia and was forced to cede all of Finland, and Åland with it. This concerned Britain a lot as Russia thus dominated the Baltic Sea, and since the end of the Crimean War in 1856, Åland has been a demilitarised area by treaty (and is also exempt from conscription).
Ålänningars have, from time to time, wanted the Åland Islands to join Sweden, especially after Finland became independent in 1917 as they feared anti-Swedish sentiment in the new country. Sweden briefly invaded, but eventually the problem was put to the League of Nations for arbitration, which awarded the islands to Finland under condition of autonomy.
Although Finland is legally bilingual (Finnish and Swedish), the Swedish population are a minority in the country concentrated along the south and southwest coast. Moreover, many Finnish people have an ambivalent to hostile attitude to the use of Swedish due to historical and political reasons. Ålänningar are very wary of any potential pressure for Finnicisation, and are highly protective of their Swedish language and culture.
Today, the Åland islands have a special status within the European Union—they are outside the EU VAT zone, and they keep certain market barriers meant to protect Ålänningars against external competition and cultural influx that harm the cultural character of Åland.
Mariehamn, the capital of Åland, has become a main hub for shipping companies that take advantage of the special tax status of the islands. Ferries between Stockholm and Turku (Åbo)/Helsinki stop at Mariehamn, which makes it possible to sell VAT-free goods on board.