Canada has a points system for immigration from the United States. If you have enough points and a job offer, you get a work visa. You'll most likely need to get a degree in a shortage field and take an English fluency test to get enough points. If you go to university in Canada, you can get more immigration points on graduation than an equivalent degree from an American university.

Sweden is much more difficult and unlikely without an internal office transfer in a multinational company. It's possible, but the requirements are stiff, even if you go to university in Sweden.

If you can accumulate $50k, you can set up in the Netherlands under DAFT. There are some restrictions, but it's one of the most approachable countries from a work visa perspective. Hopefully someone else will chime in regarding the education -> work visa pipeline.