Application for a Schengen visa not exceeding 90 days may be submitted to the French Embassy in Vientiane. For information about the process and documents required please visit their website http://www.ambafrance-laos.org/ (link)
For visa applications exceeding 90 days you must submit your application at the Swedish Embassy in Bangkok. Appointment for submission is done by calling the Embassy on telephone hours Monday - Thursday from 2 pm - 3 pm on telephone number: +66(0)2 263 72 11.