There is always some sort of confusion about which countries are Scandinavian and which ones are Nordic. It all depends on if we are talking about geographical location, or linguistically. It goes like this:
Greenland belongs to the Kingdom of Denmark, but it's autonomous. It's not considered neither Scandinavian nor Nordic even though it has a strong cultural connection with them.
Geographically speaking, the Scandinavian peninsula is made up by Norway, Sweden, and part of the north of Finland. Linguistically, Swedish, Norwegian, and Danish share the word "Skandinavien", which refers to the ancient territories of the Norsemen: i.e. Norway, Sweden, and Denmark. Iceland was also one of the Norsemen's regions and Icelandic belongs to the same linguistic family as Swedish, Norwegian, and Danish. Finnish doesn't belong to this linguistic family.
And then, the French decided to put some order to this mess and came up with calling Norway, Sweden, Denmak, Iceland, and Finland the Nordic Countries. :)