Historically, Sweden has had three previous Queens Regnant: Margaret, Christina and Ulrika Eleonore. It will be interesting to see if the new princess will bear any of these names in tribute to them.
The most recent nation to have multigenerational female heirs is The Netherlands, where Queen Wilhelmina was suceeded by her daughter Queen Juliana who was followed by her own daughter, the current Queen Beatrix.
Although Victoria is the only female heir in her generation of royals, there are several future queens among her daughter's generation, including Ingrid Alexandra of Norway, Elisabeth of Belgium, Catharina Amalia of The Netherlands, and Leonor of Spain. The succession laws in all of these countries except Spain allow for girls to succeed even if they have brothers; Leonor is number two in line for the Spanish throne only because she has no brothers. Another potential monarch is Princess Aiko in Japan, however, any talk of changing succession laws there to even include women, was halted when her male cousin was born a few years ago.
Interestingly in Britain, where many wait daily for the announcement that William and Catherine are expecting, changes to the male-preference succession were only agreed upon a few months ago and, when they are enacted, they will only apply to descendants of William's father--therefore, there will be no impact on any of the current members of the royal family.
Crown Princess Victoria and her husband Prince Daniel were married in June 2010.