Urban area is a common English translation of the Swedish term tätort. The official term in English, used by Statistics Sweden, is however locality. They could be compared with census-designated places in the United States.
A tätort in Sweden has a minimum of 200 inhabitants and may be a city, town or larger village.[1] But it is a purely statistical concept, not defined by any municipal or county boundaries.[2][3] Urban areas referred to as cities or towns (Swedish: stad) for statistical purposes have a minimum of 10,000 inhabitants.[4] In 2010 there was 1,956 urban areas in Sweden, covering 85 per cent of the Swedish population.
The Finnish wiki elaborates a bit more. Also Estonians use the same.
Don't think "urban area" quite cuts it in some places
