While talking about Norwegian ways to keep warm in winter you can't forget their wool underwear (ullundertøy), which is not underwear (but is often made of wool).

It's a set of pants and a long sleeve, worn right on your underwear/body. It greatly improves your heat comfort in winter, which I quickly learned the first time out of town in cold with Norwegians. They take it as a given that everyone owns a set.

There's also a hi tech version called superundertøy, which is good at channeling sweat away from body in addition to keeping you warm.

Ullundertøy is very warm. I haven't put mine on yet this winter (only using regular long johns), as temperatures haven't fallen below -15*C yet (and it's been coldest winter so far this decade). But I'd wear it if going outside for longer and planning on staying stationary.