Hi Jonathan,
I found this (very large!) pdf file which has some more information:
http://www.natur.gl/filer/Biodiversity_of_Greenland.pdf
It seems to say that there are 5 species in Greenland. It mentions four of them which are:
Northern Clouded Yellow - Colias hecla
Arctic Blue - Plebejus glandon
Arctic Fritillary - Clossiana chariclea
Polar Fritillary - Clossiana polaris
And, although they don't mention it on the file it would appear that the:
Small Copper - Lycaena phlaeas
also lives in Greenland (and this would fit in with the file as they say there are 2 Lycaenidae butterflies in Greenland, Arctic Blue being one)
I don't know whether there are any species that they've missed out, but hopefully that should be of some help, and as Goosey says it would be great to see any photos you get of any of the butterflies.
Guy