Tyler Cowen, economist and blogger, has a list of his favorite things Norwegian over at Marginal Revolution.
My comment: I find Undset boring (and overrated), and Hamsun can be quite a piece, too (Hunger is good, but read it before Dostoevsky’s "Crime and Punishment" or Sartre’s "Age of Reason" which explore similar themes, i.e., aimless walking around while thinking deeply existential and mostly depressing thoughts.) As for other authors, try Erik Fosnes Hansen‘s "Psalm at Journey’s End", something by Ingvar Ambjørnsen (the movie "Elling", nominated to an Oscar a few years ago, is based on his books and deserves mention in the film category). Or perhaps something by Jan Kjærstad?
Tyler also notes the Norwegian Petroleum Fund, which is one of those things we Norwegians have a very ambivalent relationship with….
(To understand the Norwegian psyche, note that we tend to pay excessive attention to any mention of Norway by anyone abroad, an effect of living in a very small and rather remote place. As my students in India said when they heard of our population size: "In India, that would be a measurement error!")