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Blocks of flats were evacuated in Denmark, the Oresund bridge to Sweden closed and Norwegian ferries cancelled as Storm Otto swept across Scandinavia.
Winds reached 145km/h (90mph) on Norway's south-west coast and forecasters in Denmark issued orange weather alerts for northern Jutland.
A Copenhagen housing company moved 280 residents out of three blocks, warning the gales could bring them down.
The 1950s flats have a design fault and cannot withstand high winds.
The storm first hit northern Denmark and southern Norway, battering the coastal area of Rogaland and forcing schools on the Norwegian coast to close early. Ferries were cancelled between northern Denmark and Norway.
A number of flights to and from Copenhagen airport were cancelled or delayed and train services in Jutland in western Denmark were badly affected.
North Jutland police said roofs had been badly damaged and the large number of incidents meant they could respond only the most critical situations. They warned against making any unnecessary journeys.
As the storm moved east, the Oresund road and rail bridge across the strait between Denmark and Sweden was shut during the evening rush-hour.
Train services between the south-western city of Malmo and Gothenburg were cancelled and drivers were urged not to make unnecessary journeys.
The Swedish prime minister's plane had to turn back and make an emergency landing at Stockholm's Arlanda airport during the afternoon, Swedish radio reported.
However, a false alarm involving the plane's brakes was blamed for the incident and there was no indication that the storm was involved. Ulf Kristersson was said to be on his way to the Munich security conference.