In July, Sweden and Denmark will be joined officially for the first time since the ice age with the public opening of a bridge across the Oresund straight that separates the two countries at the gateway to the Baltic Sea. Late last summer, I stood beneath a weak northern sun, buffeted by winds, and watched as Scandinavian royals and a cluster of Nordic dignitaries, who were all wearing hard hats, celebrated the symbolic placing of the final girder of the concrete and steel, cable-stayed bridge connecting Malmo to Copenhagen on the island of Zealand.

The 16-km fixed road-and rail-link between the two countries across the Oresund straight was finally complete at a cost of 18.3 billion DKK after four years of actual construction work and more than a century of tentative discussion. There were popping champagne corks, loud music, high-wire acrobatics on an adjacent floating platform, and, on the clear cold waters below, hundreds of small boats gathered, blowing their horns to herald the arrival of this towering new icon of science and modernity. And then, as Princess Victoria of Sweden and Prince Frederik of Denmark sweetly swapped kisses, a military aircraft flew low overhead, as if to remind us that elsewhere in Europe, not all that far away, Nato warplanes were blowing up bridges across the Danube.

Building bridges, both real and metaphorical, is one of the most commanding of all human fascinations. The way the word “bridge” is used as a signifier of hope (“a bridge to x”, “building bridges”) and of defeat (“a bridge too far”, “burning bridges”) captures something of the problematic ambiguity of the actual physical structures themselves. According to the sociologist Michel de Certeau, any bridge “welds together and opposes insularities. It distinguishes between them and threatens them. It liberates from enclosure and destroys autonomy.” For Martin Heidegger, a bridge creates a presence from absence: it “does not first come to a location to stand in it; rather a location comes into existence only by virtue of the bridge”. Either way, who can look at the great bridges of the world - at, say, the Brooklyn, the Ponte Vecchio in Florence, the Golden Gate, the Sydney Harbour or the Forth, straddling the Firth of Forth in Scotland like a huge dinosaur - and not think that here are monuments commensurate with our capacity for wonder? Even coming upon an impromptu Bridge - a plank thrown across a river, say - can inspire an odd excitement, a simple desire to walk across it and to explore.

Wordsworth, as he stood on Westminster Bridge, wrote of how “Earth has not anything to show more fair” than the urban sublime laid out there in front of him: the ships, towers, domes, theatres and temples of the hushed early morning city, and “the river gildeth at his own sweet will”. And every great city, as Wordsworth understood, is not complete without its great signature bridges, its points of intersection and connection, its romantic, nature-defying constructions. Small wonder, then, that one of the great novels of the 20th century, Ivo Andric’s The Bridge on the Drina, is, as the title suggests, about a bridge, the 16th-century structure built by the Turks over the river Drina in eastern Bosnia. This was eventually destroyed by the retreating Austrians during the first world war, and then rebuilt, and its complex history becomes, in Andric’s novel, a microcosm of the troubled history of the Balkans themselves. It would be later destroyed again during the Balkan wars of the Nineties that followed the disintegration of former Yugoslavia.

The Oresund Fixed Link, when it finally opens, will complete an ambitious sequence of bridge-building in Scandinavia. The East Bridge - at 1,624 metres, the second longest suspension bridge in the world - was finished in 1998 and links the islands of Zealand and Funen across the Storebalt (or Great Belt). Two bridges built a decade earlier already connect Funen with the mainland of Jutland. “So now,” my Swedish friend said as we stood together on the newly joined bridge, “we shall be able to drive all the way from the north of Sweden to southern Europe if we want.” How Scandinavian, I thought, to be dreaming, at this moment of union, of flight and of escape. Yet the ideal of the Mediterranean, the ideal of the warm south as a source of romance and sensuous possibility and as a release from cold Lutheran rationalism, has long preoccupied some of the greatest northern European thinkers. Nietzsche, Kierkegaard, Knut Hamsun, Hans Christian Andersen, Ibsen: they were all ambivalently rooted in, yet longed to escape from, the dark northern landscape that constrained them. They all longed to go south.

The Oresund link is truly a bridge over troubled water. Wars have been fought for control of these seas, not least during the Napoleonic conflicts when the British, inspired by Nelson, defeated the Danish at the Battle of Copenhagen in 1801, and then again in 1807, after a devastating assault that destroyed much of the city. More recently, it was across the Oresund, in 1943, that almost the entire Jewish population of Denmark fled in small fishing boats to escape the Nazis.

The Oresund link itself, like the Channel Tunnel, is a paradoxical icon of both connection and separation, a focus of cross-border co-operation, local differences, potential economic regeneration and protectionist anxiety. The Oresund, like the Tunnel, has important historical resonance: as Calais was once part of England, so Scania (southern Sweden) once belonged to old Denmark. And as the fear of rabies spreading through the Tunnel has been evoked, again and again, by English xenophobes unsettled by the opening of a fixed link to the Continent, so some Danes have invoked lurid images of the Russian or Baltic mafia launching cross-border raids into Copenhagen and beyond from the Swedish side.

In a powerful sense, then, as the anthropologist Eva Darian-Smith has noted, bridges not only connect a former separation, but also mark new and old divisions; they heighten, in the case of transnational links, differences and similarities, what may be gained and lost. Something like this applies to the Oresund Fixed Link, which is considered to be by some Scandinavians, again in common with the Tunnel, a statement of surrendered sovereignty; the British, it seems, may have their island mythology, but the Scandinavians have their sacred islands.

The Oresund bridge - reducing the traditional ferry journey across the Sound from one hour to ten minutes - is part of a wider process of pan-Scandinavianism and, more generally, of a wider dismantling of national borders in northern Europe. In southern Sweden and in Copenhagen, there is excitement about the supposed opportunities offered by what is already being called the Oresund region - an “integrated region” of buoyant economic activity and business investment, overlapping regional identities, of improved public transport, as well as enhanced cultural, educational and economic links. The rate of unemployment in Malmo, for example, is about 12 per cent, but in Copenhagen, which will soon be no more than a ten-minute car ride away, it has dropped to below 6 per cent. Within a generation, people living on either side of the Sound are expected to be working on one side of the bridge while living on the other.

Leif Pagrotsky, the minister for trade in the Swedish government, told me that the Oresund region “could serve as a model of integration for other countries in northern Europe and indeed as a model of cross-border co-operation in the rest of Europe”. His Danish counterpart, Pia Gjellerup, believes that the region, with its expertise in information technology and biomedicine, is destined to become one of Europe’s leading “knowledge centres”, a region of 5.2 million people and a domestic market equalling Berlin, Hamburg and Amsterdam. Well, she sounded convincing at the time.

The Swedes, at present, are generally more sceptical about such forecasts, and some have even seen the bridge as another violation of Swedish territory by the European Union. “Although the Scandinavian peoples are close, some are fearful of losing their distinct local cultures and identities; there is a concern that Malmo will just become a suburb of Copenhagen,” said Anders Salomonson, an associate professor of ethnology at Lund University.

Despite its renewed enthusiasm for the EU, Sweden is still emerging slowly from decades of guarded isolation and neutrality. For a long time, the Swedes, unlike the Danes who joined the EEC in 1973, were distinctly uneasy about their position in a greater Europe, positioned as they were outside Nato and in uneasy proximity to the Soviet Union.

There was persistent discomfort, perhaps even a lingering sense of shame, about Sweden’s role during the second world war: about its failure to support first Finland and then the occupied Norwegians; its complicity with the Germans in allowing troop movements along its west coast; and its forced deportation after the war of Hitler-supporting Baltic refugees, many in German uniform, to the Soviet Union and to certain death (an event that informed the Nobel-winning novelist Per Olov Enquist’s The Legionaries, published in 1968).

So what of the bridge itself? Well, what prevents it, I think, from becoming a member of the club of great bridges of the world is its failure to extend all the way across the Sound. Because of its proximity to Copenhagen airport and its position at the opening of the Baltic, the bridge terminates at an artificial island more than two-thirds of the way across the Sound, from where the four-lane motorway and dual-track railway links descend into an immersed tunnel.

A bridge stretching all the way across the Oresund would have been one of the engineering wonders of the modern world. It would have been an improbable (and ultimately unworkable) act of daring to compare with, say, the building of the Pont d’ Avignon - the first bridge of ambition of the medieval period to rival the masterpieces of Roman construction - or with the long discussed, but never realised, dream of a Channel bridge to span the entire 21-mile expanse of water between southern England and northern France. As it is, the Oresund Fixed Link - with its pylon towers signifying the highest point of the link, and the border between Denmark and Sweden - is a hugely impressive structure. “I believe in that Nordic functionalism that says things should look like what they are,” says the bridge’s architect, Georg Rothne. “I don’t like too much flamboyance. And I wanted the bridge to be, if not S-shaped, then curved, and for the girders to be black. Bright colours would have faded away; but black is very versatile and can serve as a variety of colours, depending on the light and from where you view the bridge.”

The completion of the bridge offers further testament, if any were needed, of our inexorable movement towards a borderless Europe. Soon, as former France President Francois Mitterand once predicted, “no one country will be able indefinitely to run its economy, its society, its infrastructural development independently from the others”. And soon, too, the people of the Oresund region will wonder how on ever managed without their bridge across the Sound.