Jaeger wrote:

I remember reading about SR-71(Blackbird) aircraft flying in Swedish
airspace on recon missions to Russia, chased by the Swedish air force.
Apparently the Swedish aircraft never got into air even before the
Blackbird had exited Swedish airspace. The Blackbird pilots even sent
the Swedes Christmas post cards with compliments about their attempts
to get them.

Anyone else know of this story? Is it true?

Heard several versions of that same story, would not put it passed
the Habu guys, considering other stories

But it would be very unlikely that anyone could intercept a SR-71.
Col Graham's book gives names for several excersises in which
aircraft tried to catch the Blackbird. all fell short.
"Debbie" (near Japan or Okinawa)
" Tomcat chase" (F-14's off the west coast) and
"Tiger bait" (F-15's over Nellis range)
Would have to get the book out to get all the details.