In Norway, if you qualify for simplified tax return (which I think most people do), you don't have to do anything anymore. You get a default pre-filled tax return that you can access electronically (or on paper if you prefer), and you only have to return it if you need to make changes.
Same in Denmark; you also get the refund automatically paid, if they owe you anything, with interest (0.5%, but still). I screwed up my withholding my first year here (failed to apply for a tax ID at all, so taxes were withheld by default at the highest rate). The next March I got a letter saying, your taxes were over-withheld by large_amount. If this is incorrect, please log in and fix it, otherwise we're going to deposit a huge pile of money in your account in N weeks. Did nothing for a few weeks and the money showed up.
