How can I travel from Bucharest(Romania) to Malmo(Sweden) by air ? I there an airline which goes 2 Sweden ?

you could take a look at cheap tickets.nl
or on a other webside.
i fly regular bucharest-amsterdam,so it is possible, that there are flights from stockholm
maybe via frankfurt or amsterdam.
bu-amst at least 5 flights a day,northwest,klm
air france

Look at these airlines:

http://www.airninja.com/airlines/GermanWings.htm
http://www.expedia.com/pub/agent.dll?qscr=fexp&flag=q&city1=OTP&citd1=STO&tim e1=720&time2=720&cAdu=1&cSen=0&cChi=0&cInf=&infs=2 &date1=02/20&date2=02/27&&zz=1170775397390&

All flights are to Stockholm so you will need to go by train or bus to Malmo.

There aren't any direct flights yet, but you can get there using for instance WizzAir, they have flights from Bucharest to Budapest ( priced at about 40 Euros) and from Budapest to Malmo ( around 70 Euros two-way ticket if you're lucky).