No European operator, afaik, gives you the same conditions out of the home country, with the sole exception of the "3 like home" offer of some operators. In Denmark there's 3, but there's not in Norway... so you surely have to go with 2 sim cards.
Unfortunately the pages here are not much updated about data, I think our friend Inquisitor could maybe help you more, for example:
http://prepaid-wireless-internet-acc...rway+-+Telenor
http://prepaid-wireless-internet-acc...m/page/Denmark