The Flags Of Scandinavia:
I've been asking myself this for a while: Why do all of the flags in Scandinavia have a horizontal cross on them?
Have a look at this photo: http://upload.wikimedia.org/wikipedia/commons/8/8b/Nordic-cross_Flags.png
From Wiki: While the design originates as a Christian cross, and as such ultimately derives from 13th-century designs in use during the Crusades, the characteristic shift of the center to the hoist side is early modern, first described the Danish civil ensign (Koffardiflaget) for merchant ships in a regulation of 11 June 1748, which specified the shift of the cross center towards the hoist as "the two first fields must be square in form and the two outer fields must be 6/4 lengths of those".
A selection of Nordic flags used in Northern Europe, from left to right:
Top row: Iceland, Faroe Islands, Orkney, Shetland, Norway, Sweden, Åland, Finland;
Bottom row: Yorkshire West Riding, Denmark, Skåne.
Photo by Alphathon
Short version? Denmark did it first (Denmark's flag happens to be the oldest design for any national flag currently in use), and the others followed suit. The reason for following suit differs from nation to nation.