Well, Al Qaeda and other violent Islamist groups have issued threats against Norway dating back to 2003. Those threats intensified after Denmark's Jylland's Posten newspaper published cartoons depicting the prophet Muhammad in 2005 (one of the cartoonists was Norwegian and a Norwegian paper reprinted some of the cartoons). Threats have also been issued repeatedly because of the small military force Norway has working with NATO in Afghanistan.
Last summer, Norway arrested three men for planning terrorist attacks. Two of the men, an Iraqi Kurd and a Chinese Uighur, both with legal Norwegian residency, confessed to planning attacks. One said the plan was to attack Jylland's Posten, while the other said the target was the Chinese Embassy in Oslo. The country also hosts Mullah Krekar, the leader of the Iraqi Kurdish Ansar al-Islam. That group was Al Qaeda's earliest ally in Iraq, and was blamed for a number of terror-style attacks in the early years of the conflict, including the murder of about 60 Kurdish politicians in the city of Arbil in 2004.