Interest in the history of consumer cooperation has grown in recent years, but the transnational dimensions of the movement, including the International Cooperative Alliance (ICA), remain under-researched. This paper examines the debates about the meanings of cooperation during the period 1918–1939, focusing on the Nordic countries as a case study within the ICA. The paper considers how cooperators drew on the legacy of the Rochdale Pioneers as the basis for a programmatic statement for the ICA, before turning to explore the implications of this for the ordinary members who shopped in the cooperative stores. Examination of these debates within the cooperative movement can, it is argued, illuminate our understandings of both the transnational politics of consumption, and the ambitions, limits, and practices of internationalism during the interwar years. Lastly, some attention is given to the role of cooperation in the emergence of a distinctive Nordic region.