I know that facebook allow me to specify multiple domains for my app.

But in the “Website with Facebook Login” i can only specify one url.

Is it possible for me, to authenticate users on domain.se, domain.dk and domain.net with the same App ? Or should i still create one app, for each domain ?
As long as you listed all the desired
App Domainsin application settings you should be able to authenticate users on any of them.“Website with Facebook Login” is really only intended to be used as link to your site/application.Update 2 (July 2016):
Update (December 2013):
At the time of writing original answer it was possible to list any domains in application settings but from that time the UI of Application Settings (as well as way of handling Application Domains) changed at least couple of times, at some point you could only list domains that derive from one of application’s canvas pages.
As of December 2013 it is possible (again) to list domains that do not derive from application canvas URL.