From the Wikipedia page 
Värmland is a historical province or landskap in the west of middle Sweden. It borders Västergötland, Dalsland, Dalarna, Västmanland, and Närke, and is bounded by Norway in the west. Latin name versions are Varmelandia, Vermelandia, Wermelandia, Værmalandia, Værmolandia, Virmolandia and Vermillandia. Some of the Latinised forms show the origin of the name to come from the large local lake by the name of Värmeln (from older *Virmil); others from the river name *Værma, the main outlet of said lake
The province was originally part of Götaland, and became part of Svealand in 1815.