Northern Europe is a broader geopolitical region that includes the three Scandinavian countries—Denmark, Norway, and Sweden—plus Finland, Iceland, Estonia, Latvia, Lithuania, and the northwestern part of Russia.
Scandinavia strictly refers to Denmark, Norway, and Sweden (sometimes including the Faroe Islands). The Nordic countries add Finland, Iceland, and their autonomous territories. So all Scandinavian nations are in Northern Europe, but Northern Europe extends far beyond Scandinavia.