Mystery solved thanks to their Frequently Asked Bug section!
Not a wasp at all. It's apparently a member of the Asilidae family, also known as robber flies or assassin flies, which doesn't even narrow it down that much, as there about 7000 species of Asilidae. My bug is a dead ringer for the fly in the first big image on the Wiki page (coloration is slightly different and it's a male so it doesn't have the crazy looking ovipositor, but it's otherwise identical), somewhat disconcertingly called an "unidentified species." Species of Asilidae can be found all over the world (yes, even Sweden). They're not particularly dangerous to humans; a painful bite, but not venomous .
Thanks for the help, and thanks to everyone else for the comments, my roommate got a kick out of them.
Found at my roommate's workplace. Nobody knows what the hell it is:
The black bit just above the stinger (ovipositor?) are guts. The most exotic location my roommate's workplace receives packages from is Mexico. Found attempting to nest in sheet rock. My guess is some sort of wasp, but I've never seen a wasp this gnarly before. Online searches turned up nothing.