Here are some book and periodical sources to get you started. This is not an exhaustive list!
Quad-City sports greats
Baraks, Brad, 1982.
Nordisk familjeboks; sportlexikon. Uppslagsverk för sport, gymnastik och friluftsliv. [Sports Dictionary]
Stockholm, Nordisk Familjeboks Förlags, 1938-1946.
The Punching bag.
[Periodical] Swedish American Athletic Association, 1970s.
Jumpin' Jimminy - a World War II baseball saga : American flyboys and Japanese submariners battle it out in a Swedish world series
Skole, Robert, 2004.
De första proffsen : svenska fotbollspelare i New York 1918-1939 (The first professionals: Swedish football players in New York 1918-1939).
Persson, Gunnar, 1996.
The encyclopedia of Chicago (see sports culture)
Grossman, James R., editor, et.al., 2004.
Field sports of the north of Europe; a narrative of angling, hunting, and shooting in Sweden and Norway.
Lloyd, Llewelyn, 1885.
We also have a Swedish film about tennis:
Borg vs. McEnroe
Metz, Janus, film director, 2018.