Depends on what round.And the "Crazy' level of the fans.
I think Sweden has to at least medal.Good enough to win it all, probably last chance for some of their better players, so no doubt they want to go all the way, but they'd probably could live with getting a medal of some color.
Canada has to get to the gold medal game, then if they lose it'll at least be respectable.
Russia....has medalled in every Olympics that I'm aware of and probably want the trend to continue, but I think many realize they have a lot of youth and inexperience as well as questionable D.Will be completly scary in 2010, though(Oddly, thats what I said about Sweden and 2006)
Czech Republic: Same as Canada.
USA...doesn't fear losing so much. Not expected to medal, and fans in that country don't froth at the mouth at the mention of hockey.
The other countries are generally considered underdogs, who will be overacheiving if they play in one of the medal games.