I don't know about US, but the equivalent for "god damn" (jumalauta) and "hell" (helvetti) are considered strong cursewords in Finnish.

Also "Satan" (Saatana) and "Perkele" which likely comes from an old pagan god Perkwunos, are very strong curse words

Most curse words related to anatomy are less severe, with exception of maybe vittu (cunt, used similarly to fuck), and kyrpä (dick).