Although Norway is part of the Schengen treaty (i.e. no passports check for intra-Schengen travel), Norway is not part of the EU,and thus a separate customs jurisdiction. As in the US, in Norway all customs clearance is done at point of entry, thus the claiming/re-checking theatre for those connecting INT/DOM at OSL. As more people connect INT/DOM than INT/INT at OSL and MCT INT/DOM is short at OSL this has been a point frequently brought up here at FT.

(If travelling INT/DOM at OSL and at risk of losing connection, especially if last flight of the day, SK often recommend people not to wait for the luggage, but claim it at final destination instead. It usually arrives next day, but I have experienced the luggage arriving on the same flight as me! SK also tends to hold last flights of the day for connecting passengers. YMMV)