I am an Indian with a valid B1\B2 visa, currently residing in Sweden. Can I travel to the US from Sweden or do I have to go through India?
You should not have any troubles travelling directly to USA from Sweden. At most, you'd get questions at the airport in Sweden when checking in, and you'd have to explain (or prove) your current status in Sweden. The US authorities won't care much where are you flying from, as long as you hold a valid visa.
I myself travelled on a B1/B2 visa from Sweden one month ago, and I'm not a Swedish citizen either. There weren't any problems at all. However, I'd bring copies of documents certifying your status in the country (for example, letter from Migrationsverket, letter from Skatteverket with your personal number, and/or a valid Swedish ID document). I didn't have any of those with me, though I managed to get by only by showing a credit card issued by a Swedish bank and speaking in Swedish, but your mileage may vary -- in retrospect, I definitely should have brought supporting documents.