This is called "hidden city ticketing." A search of FT will turn up many threads on this topic.

The short answer: No, you can't. If you don't board the first leg of your trip, the airline computers will cancel all the remaining legs. You can skip the last leg if you don't have any checked bags*, but if you make a habit of it the airline will catch on and clamp down on you.

Another concern, if you want to get off in - say - London on your return, is that your airline didn't agree to take you to London. They agreed to take you to Oslo. If anything goes wrong with the airplane that was to take you to London, they're within their rights to put you on a non-stop to Oslo or on any other flights that get you there.

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*Or if you convince the check-in agent to tag your bags only as far as your connection point, but that is difficult precisely because they don't want people to do this.