Here are some archival sources to get you started. This is not an exhaustive list!
I/O:21 John Ericsson Republican League of Illinois records
The John Ericsson Republican League of Illinois (first named the Swedish-American Republican League of Illinois) was organized and incorporated in1894 in order to exert a Scandinavian-American influence on American politics. The league held an annual convention and banquet on or around March 9th in celebration of John Ericsson Day. Leading Republicans have attended and addressed League conventions, including President William Howard Taft in 1912. These materials were likely accumulated by George C. Lofgren of Galesburg, IL during his involvement with the League. He served as League president in 1957. Of note are the programs from the League's annual conventions and a letter from King Gustav V of Sweden from 1912.
MSS P:207 David W. McCormick papers
PhD Dissertation, University of Chicago (Ill.), 1961, entitled: "Partisan politics in a middlesized Midwestern city: a case study of Rockford, Illinois."
MSS P:308 Allan Kastrup collection. The American Swedish News Exchange.
The collection spans from early 1920s up to the 1980s and includes a wide variety of materials which reflects ASNE's efforts in promoting Sweden in America and Allan Kastrup's own interest in Swedish immigrants and their achievements in the United States. The most prominent and inclusive material is the clipping collection which documents Swedish cultural, political and economical developments as portrayed in the American press during 1920s-1960s. The collection also includes extensive correspondence between Hedin and Kastrup, a variety of speeches given by Swedish officials in the United States incl. Prince Bertil's; annual reports of the agency; nearly 100 photos depicting the Swedish Pioneer Centennial in 1948; and information on Sweden's neutrality during WWII.
MSS P:337 Harriet E. Carlson papers
The collection represents the lifetime of a Swedish-American woman's work in advertising, writing, and publishing. The bulk of the collection centers on Carlson's writing, self-editing, notes, inspiration, and quest to publish a manuscript and screenplay. See especially:
Series V: Politics (1968-1983 and undated) includes a few folders of materials mostly related to the United Republican Fund of Illinois, including political event programs, correspondence, clippings, and "The Trumpeter" newsletter. Also includes a few cards from politicians including Otto Kerner, Richard Nixon, Lady Bird Johnson, Richard Daley, and Ronald Reagan.
SA-104 Swedish Independent Political Club of Thompson (Thompson, Conn.) records
The collection consists of minutes and constitution,1892-1925; 133 pages. The club was founded in 1892.
SA-129 Swedish American Patriotic League (Oakland, Calif.) records
The collection consists of minutes from 1917-1933 and includes the history of the league, working rules, clippings from events, financial reports, bazar donations, and a listing of delegates. The Swedish American Patriotic League was organized in 1917.