Importance: Vaccinations are paramount to halt the COVID-19 pandemic, and safety data are essential to determine the risk-benefit ratio of each COVID-19 vaccine. Objective: To evaluate the association between the AZD1222, BNT162b2, and mRNA-1273 vaccines and subsequent thromboembolic and thrombocytopenic events. Design, Setting, and Participants: This self-controlled case series used individual-level data from national registries in Norway, Finland, and Denmark. Participants included individuals with hospital contacts because of coronary artery disease, coagulation disorders, or cerebrovascular disease between January 1, 2020, and May 16, 2021. Exposures: AZD1222, BNT162b2, or mRNA-1273 vaccine. Main Outcomes and Measure: Relative rate (RR) of hospital contacts for coronary artery disease, coagulation disorders, or cerebrovascular disease in a 28-day period following vaccination compared with the control period prior to vaccination. Results: We found 265339 hospital contacts, of whom 112984 [43%] were for female patients, 246092 [93%] were for patients born in 1971 or earlier, 116931 [44%] were for coronary artery disease, 55445 [21%] were for coagulation disorders, and 92963 [35%] were for cerebrovascular disease. In the 28-day period following vaccination, there was an increased rate of coronary artery disease following mRNA-1273 vaccination (RR, 1.13 [95% CI, 1.02-1.25]), but not following AZD1222 vaccination (RR, 0.92 [95% CI, 0.82-1.03]) or BNT162b2 vaccination (RR, 0.96 [95% CI, 0.92-0.99]). There was an observed increased rate of coagulation disorders following all 3 vaccines (AZD1222: RR, 2.01 [95% CI, 1.75-2.31]; BNT162b2: RR, 1.12 [95% CI, 1.07-1.19]; and mRNA-1273: RR, 1.26 [95% CI, 1.07-1.47]). There was also an observed increased rate of cerebrovascular disease following all 3 vaccines (AZD1222: RR, 1.32 [95% CI, 1.16-1.52]; BNT162b2: RR, 1.09 [95% CI, 1.05-1.13]; and mRNA-1273: RR, 1.21 [95% CI, 1.09-1.35]). For individual diseases within the main outcomes, 2 notably high rates were observed: 12.04 (95% CI, 5.37-26.99) for cerebral venous thrombosis and 4.29 (95% CI, 2.96-6.20) for thrombocytopenia, corresponding to 1.6 (95% CI, 0.6-2.6) and 4.9 (95% CI, 2.9-6.9) excess events per 100000 doses, respectively, following AZD1222 vaccination. Conclusions and Relevance: In this self-controlled case series, there was an increased rate of hospital contacts because of coagulation disorders and cerebrovascular disease, especially for thrombocytopenia and cerebral venous thrombosis, following vaccination with AZD1222. Although increased rates of several thromboembolic and thrombocytopenic outcomes following BNT162b2 and mRNA-1273 vaccination were observed, these increases were less than the rates observed after AZD1222, and sensitivity analyses were not consistent. Confirmatory analysis on the 2 mRNA vaccines by other methods are warranted..