Move over Venice - it's time for the Baltic Biennale

Some beautiful new bridges don't wobble; they just work, on time, on budget. Witness the new Oresund Link: a combination of tunnel-bridge-highway which spans the sound between Copenhagen, Denmark and Malmö, in Sweden. To celebrate this feat, these newly linked cities are hosting Kulturbro - Culture Bridge - an arts festival they hope to turn into a new Scandinavian Biennale. Every arts institution in the surrounding Oresund region of northern Denmark and southern Sweden has been invited to create a "dream project" - something far beyond their normal budget and scope. The result is more thought-provoking than blockbuster. Several original exhibitions cut different routes through the 20th century. They reconsider the familiar terrain of modern art, how it has passed in and out of historical events and what it has to say as we move into the 21st century.

Some beautiful new bridges don't wobble; they just work, on time, on budget. Witness the new Oresund Link: a combination of tunnel-bridge-highway which spans the sound between Copenhagen, Denmark and Malmö, in Sweden. To celebrate this feat, these newly linked cities are hosting Kulturbro - Culture Bridge - an arts festival they hope to turn into a new Scandinavian Biennale. Every arts institution in the surrounding Oresund region of northern Denmark and southern Sweden has been invited to create a "dream project" - something far beyond their normal budget and scope. The result is more thought-provoking than blockbuster. Several original exhibitions cut different routes through the 20th century. They reconsider the familiar terrain of modern art, how it has passed in and out of historical events and what it has to say as we move into the 21st century.

In the small Swedish city of Malmö, the Rooseum is a miniature Tate Modern, founded a decade ago by Lars Nittve, who now presides over Bankside. In a tiny power station with a central turbine hall converted to show contemporary art, its show, "A Century of Innocence: a History of the White Monochrome", focuses on the importance of the colour white in 20th-century art. "We wanted to look at the 20th century in a different way from the accepted history of stylistic development," explained curator Bo Nilsson. "The white monochrome cuts across geographical boundaries and chronological epochs. We hope the exhibition will also give contemporary art a better sense of its historical roots."

This subtle exhibition succeeds in showing how the colour white has meant different things to each generation of artists: a pure conveyor of spiritual truth to modernists, a blank slate empty of meaning to post-war artists, a means of experimentation to artists today. It begins with the Kasimir Malevich, to show how Modernism saw white monochrome as the perfect statement of a spiritual, technological ideal. To Malevich, the white canvas was a state beyond history, a revolutionary act, but also a way of contemplating the spirit in art. Sadly, he is represented here by a white constructivist model rather than his revolutionary painting White on White (it belongs to MoMA New York and does not travel), but Malevich's spirit hovers over the exhibition.

By the 1960s, the Italian artist Lucio Fontana had reinterpreted the white canvas. His slash painting here uses the torn canvas to question the nature of painting itself: What is surface and what lies beyond it? What is light and what is shadow? Robert Ryman's austere paintings also use the white canvas to investigate the flat surface and how we perceive it as a source of meaning and beauty.

Younger artists still use white to experiment with new ideas. Among the most striking pieces on display is Wolfgang Laib's Milk Stone, a flat slab of marble covered with six pints of milk, replaced daily. Laib, a former doctor, uses milk to suggest the nurturing quality of art. Viewers areconstantly confronted with the ambiguity of white: does it signal the death of painting or a new beginning? Is it physical or spiritual? A colour or its lack? Or does it hover somewhere in between?

Film director Peter Greenaway takes the idea of hovering to its wildest extreme in Flying over Water at the Malmö Konsthall, an exhibition exploring the Greek myth of Icarus. Greenaway says he was drawn to Icarus because of his hubristic desire to fly, to defy the gods and laws of nature. He sees Icarus's fatal flight as a parable about what happens when someone tries to break the limits. In 30 multi-media installations, he explores all the possible, and even impossible, strands of the myth.

Did Icarus die when he fell into the water or might he yet return to earth? What kind of splash did he make when he fell? What are the best feathers for flying? The exhibition makes you feel as though you've walked into someone's febrile imagination. Greenaway bombards our senses with swimming pools designed to be autopsy rooms for the dead Icarus. Vitrines contain live men, some nude, so we can study their physiques to decide which one is ideal for flying. Installations of candles with soundtracks of bees suggest the wax from which Icarus's father, Daedalus, fashioned his wings. Outside, Greenaway has built a "welcoming platform" where viewers can watch the sky in case Icarus returns to earth. The climax of the exhibition is a maze, evoking the famous labyrinth from which Icarus sought to escape by flying.

Arken Museum for Contemporary Art, a striking building designed like a series of sails on marshy coastland just outside Copenhagen, takes a more existential approach in "Man - Body in Art from 1950 to 2000", showing work by Bill Viola, Francis Bacon, Ed Kienholz, Robert Rauschenberg, Mona Hatoum, Rineke Dijkstra and Louise Bourgeois, among others. "We wanted to mount an exhibition about what it means to be human now," said director Christian Gether. "We do it by looking at how artists have portrayed the body in art over the past 50 years. We see this period as a voyage from the threat of the nuclear bomb to the genetic manipulations of today, from a world empty of metaphysical structures to one filled with many alternatives."

If you only have time for one stop, make it the Louisiana Museum in Humlebaek, a coastal village an hour's train journey from Copenhagen. "Vision and Reality: Conceptions of the Twentieth Century" surveys avant-garde movements of the century, looking at how new ideas have taken shape in our time. Taking the Russian avant-garde belief in art's power to liberate space as its vantage point, the exhibition criss-crosses the century to see how this idea has influenced the art, architecture and design of different eras. So we see Rodchenko's mobiles near Dan Flavin's light grid. We can walk into a reconstruction of El Lissitsky's 1920s' Proun Room, his "room for that which will come", where the artist hoped his collision of colour, shape and form on the walls would prevent the eye from resting and create a new way of looking at art, before climbing into Verner Panton's womb-like, psychedelic crawl-space from 1970, Visiona II. There is room for the strange and unusual here, for art that can literally envelop us. And as if to remind us that we look at everything from the point of view of the present, the exhibition opens with two contemporary conceptions of space: British artist Alex Hartley's Illusion of Space, a transparent, frosted glass wall with the illusory image behind it and Thomas Struth's photograph of tourists gazing at Titian's altarpiece in the Frari, Venice.

The beauty of this exhibition is its ability to transmit a mood of cultural dialogue rather than just a roll-call of modern art. The Louisiana allows us to see its art on a human scale and in a historical context. A reading room invites us to absorb what we have seen and to gaze out at the park - dotted with sculptures and a new sky space by James Turrell - to the sea beyond. Art here becomes part of the world rather than a world apart.

'A Century of Innocence': Rooseum, Malmö, Sweden (00 46 40 12 17 16), to 17 December. 'Flying Over Water': Malmö Konsthall (00 46 40 34 12 93), to 14 January. 'Man - Body in Art from 1950-2000': Arken MoMA, Ishoj, Denmark (00 45 43 54 02 22), to 14 January. 'Vision and Reality': Louisiana Museum of Art, Humlebaek, Denmark, (00 45 49 19 07 19), until 14 January, 2001