U2 Cancels Concert to Avoid Sunday Bloody Sunday

Security at a U2 concert in Sweden couldn't find what they were looking for ... a guy with a weapon -- so the band was forced to cancel their show.

Swedish authorities tell TMZ ... Stockholm's The Globen venue was evacuated Sunday night after security lost track of the guy who somehow got inside.

The band was regretful, saying, "The organizers apologize for the inconvenience caused and thank the audience for their understanding. Their safety is the priority."