The art institution Wanås in southern Sweden is worth a visit - the setting is awesome and the art projects are ambitious.
This was not catalogued as a piece of art but to me it was :-)
Hanne Tierney, Love in the Afternoon, 1996
Filippa Barkman, Still south I went and west and south again, 2010
.... and then there was these spooky voices shouting or whispering "Mama!" or "Papa!" coming unexpectedly from somewhere in the woods. The piece was I am thinking about Myself, 2003 by Marianne Lindberg de Geer.
And much more.