EVERY NORWEGIAN CHILD has stood in cross-country skis at the bottom of a snowy slope and looked up at his or her father. "So your dad is there at the top of the hill holding a treat and he says, 'Just make it up here, and we'll take a break,' " says Eivind Furnesvik, the owner and director of Standard (Oslo), the most successful art gallery in the country's up-and-coming scene. "That is Norway."

With that same mettle and hope of reward, the players of Oslo's art world have begun a steep climb to join the...