Sweden, as anyone who's ever been will tell you, is different. For a start, it's clean. It's organised. Things work. Things are also eye-wateringly expensive but, recalling that old adage about paying peanuts and getting monkeys, somewhat justified. Such differences also extend to music festivals. Hot on the heels of the week long, city wide Malmöfestivalen – a series of free concerts that saw the likes of The Hives, Grandaddy, and Icona Pop perform on outdoor stages – is the Brooklyn Festival, sponsored by the eponymous NYC brewery. The idea is simple; a two day line-up showcasing the best of that barrio's bands and craft beer in one of the city's most famous, iconic venues. Camden Crawl this most definitely isn't.

Malmö's Debaser is not your typical indie-rock venue. Plush red velvet, subtle ice-blue lighting, and a 50's style bar lend a revered air, as if you'd just stepped onto a David Lynch film set. There are even armchairs and tables at the very back, next to the sound desk, an oasis from which many of the locals practice their air of studied cool and simply observe. It strikes me later that it's the perfect setting for one of the bands I'm here to see, Florida-via-NYC duo Blonds, whose noir-ish, romantic musings seem beamed in from another time and place. If Lana Del Rey has so successfully co-opted the visuals of faded Hollywood glamour and vintage Americana, Cari Rae and Jordy Asher do the same musically; their songs are grandiose, cinematic affairs, recalling a golden age of crafted, studied poise. For such a young band, they are remarkably tight, honed, and utterly beguiling.

It also seems like they just don't suffer from nerves, as Cari explains to me after their set. "I think being on stage does come naturally, somehow. My inspiration for my singing & performing style comes directly from my deep-seated relationship with being an emotionally honest being. Losing yourself is really the only way to translate the music I feel… and it's therapeutic as well." Two snippets of information divulged over backstage beers render their slickness all the more remarkable; bassist Ross Fuentes reveals they'd only been rehearsing as a five piece for three weeks, while Jordy admits to surviving on "about five hours sleep over the last three days…it's been intense."

Such are the perils of transatlantic weekends – like most of the bands, they've flown over for just these shows – and it also transpires it's their first time in Europe. Having been "amazed" by the reception, it's an experience they're keen to repeat. "There's been unbelievable support and appreciation over here from the crowds. We definitely plan to come back and do a proper tour, as soon as the opportunity presents itself." How soon that will be is currently unclear, as Blonds are one of a new wave of bands determined to have success – or not – on their own terms, unwilling to kowtow to industry demands or expectations. They're wary of the game, and reluctant to hand over control of their destiny to some unsympathetic, corporate label.

It's been a meteoric rise to this point so far, especially considering Cari's lack of experience with bands or music. Having met in Florida – they're a couple, and a very loved up one at that – a little over a year ago they started messing around with a few compositions. The result, the moody 'Dark Roots' EP, was never intended to be heard outside a few friends and associates, but such was the "amazing and humbling" reaction to it they kept going, and by the end of December 2011, they had the bones of what would become their debut LP. Then, as is so often the case, the fickle hand of fate intervened; a meeting with producer Nicholas Vernhes convinced them to upsticks to New York, a decision that was the making of the band and one that Cari feels they had to take.

"Neither of us particularly liked living in Florida; it really limits you, geographically, both as an artist and with opportunities in the industry. The chance to work with Nico came up, and we were stoked and jumped ship. The experience was definitely more complicated than we had anticipated, and we went through lots of ups and downs, but ultimately we're happy we moved." It no doubt helped that they're both "adventurous and enjoy change," but she's philosophical about regret. "It definitely didn't work out exactly as we thought, but I mean, do things ever really? I was surprised at how little time it seems you have during an average day here, as opposed to Florida. I'm also disappointed not having as much 'nature' around as I'm used to, but touring helps with that a lot."

Debut LP The Bad Ones nails a very specific sound and mood; retro without being pastiche, waves of reverb, occasional fuzz, and defiant dramatics nod to the past, but tales of longing, loneliness, and lost love articulate timeless emotions. Blonds appeal is best summed up by 'Run', a melancholic lament about having to split town to escape your problems – "I'll just keep on running / 'Cause it's the only thing that I know." Ominously foreboding verses give way to a crescendo of a chorus, an accomplished study in pace and tone. It's an incredibly sad song from such happy, balanced people; isn't it supposed to be easier to write when you're depressed and heartbroken?

"Jordan and I mutually inspire each other; not just in our relationship, but as individuals," says Cari. "The lives we've led and the understanding we have for one another is where these things come from." Inspiration, in general, comes from close to home. "The record as a whole was very deliberate and largely autobiographical, while being universal. Although as far as production goes, Jordy swears by Kanye West…" I find it hard to locate the type of polished sheen favoured by one of hip-hops most obsessive producers; in fact, quite the opposite. 'The Bad Ones' retains its rough edges, left in at the behest of Verhes who wanted to keep some of the unique character of their early demos.

They clearly relished the chance to be produced by someone so experienced, and Cari claims that within five minutes of talking to him she knew "it was meant to be." Writing and recording was clearly a harmonious – not to mention speedy – process, but bands are traditionally unhappy hunting grounds for couples. How do they make it work? "We actually don't live together, and we definitely have understood boundaries. Usually Jordy does most of the writing and recording, the most I do is collaborate with lyrics or make suggestions as far as production goes. The writing and recording process is seamless and painless between us, amazingly."

So far, so good then. They also share a healthy desire to avoid the pitfalls of short term gain, long term pain that sink so many new artists seduced by dollar signs and empty promises. Not many are brave enough to drop their debut without label help, but they felt they had no choice. "It's really important to us to sign with someone that's as excited about the music as we are, allows us freedom, and is just the right fit. We hadn't found that before we wanted to release the album, so we just went ahead. There are some disadvantages as far as not being able to spread the music as widely as we could have with support, but the freedom of schedule and direction was certainly an bonus."

Self-promotion is one of the hardest aspects of DIY releases – a never-ending slog of emails, badgering people, SEO, and Internet wizardry – but they're magnanimous about the sacrifices involved. "Compared to other jobs I've had, I don't really feel the 'hard work' at all," reasons Cari. "I mean, it takes a lot of time devotion, but when it's something you love, it hardly feels like hard work, you know? I think there are certainly things we haven't done that could help with promotion, and I think those are things we are learning and going to change in the future, but overall we're pretty stoked about the response and spread with being self-released."

Whatever they're doing, it seems to be paying off; since Sweden, they've been touring pretty constantly and continue to generate positive reactions; winning people over one gig, one town at a time. Despite numerous offers, they remain independent, unwilling to sacrifice their freedom for anything less than "the perfect fit." Cari is optimistic about the future, and they're both clear about what they want to achieve. "We believe the sky's the limit! Jordy and I pour our hearts and souls out through Blonds… and we are ready to take on the world. More touring is certainly in the works, and so is another album. We plan to go anywhere and everywhere." Spoken with a steely determination, and the courage of their convictions, I don't doubt them for one second.

The Bad Ones is out now and you can visit the band by heading here. It's also available on Gluck Music.