Millennium Volume III

In the book, the Section exists and is so named before Zalachenko. In the film, it is set up to handle Zalachenko and is code-named "the Section" by another department that is investigating it. The book is able to present much more information about the history and operations of the Section.

In the book(s):

Gullbeck returns to Zala's room to kill himself whereas, in the film, he commits suicide in the corridor;

the Prime Minister and the Justice Minister get involved;

Blomkvist has a different affair in each volume on top of his relationship with Berger.

Millennium Films I And II

I have watched the second and third films and will now have to reread the books. It is obvious, first, that the films are authentic and, secondly, that they had to leave out a lot:

Lisbeth's adventures in the Caribbean; 
Erika going to work at a newspaper;
the guy at the newspaper harassing her by email;
Mikael's more complicated means of communicating with Lisbeth in the hospital;
Mikael's affair with a policewoman;
Mikael guessing the right code when he has tripped the alarm entering Lisbeth's apartment.

I liked the first novel's island setting but prefer it when the action is back in Stockholm. Zala is like Blofeld but there are people to track down even after Zala has been killed. It is good to see one government agency going after another.