On arrival in one of the Nordic countries (Norway, Sweden, Denmark, Finland, Iceland) or Baltic states (Estonia, Latvia, Lithuania), you must show a valid passport or other official document that satisfactorily establishes your identity and nationality.
For some nationals a Schengen visa is required to visit the above countries. Please find further information on the following websites: Norway and the whole Schengen area.
For full details about visa application procedures, visit your nearest Norwegian/Swedish/Danish etc Embassy or Consulate or their respective websites. If you will visit several countries, you usually have to apply for the visa in the country where you will stay longest.