Norway

Norway is a minor powers situated in the vicinity of other major powers such as the UK, Germany and the Soviet Union.

The goal The goal is to create a Scandinavian empire and to withstand the Soviet Union and Germany

Politics
Ministers

Technology
Focus only on Infantry, Education and Industry techs. Have at least 1.4 leadership for espionage and at least 1.1 leadership for research.

Production

Slowly start building infantry. Remember to build them as reserves.

Intelligence

Use the domestic spies to lower neutrality and the external spies to increase the threat in Denmark.

Diplomacy
NATO

Joining NATO is a wise Choice because you can still create a scandinavian Empire without Axis or Warsaw Pact Interference. However trade deals are rationed. AI Norway will do this anyway.

Axis

Align towards the Axis with the goal of joining them. Start making trade deals.

By aligning towards the Axis all the time since the start and increasing the threat of Denmark, you should be able to join the axis before they go to war. If they do go to war before you join, just keep aligning and eventually you'll get there.

War
Denmark: Before Germany declares war against Denmark build at least 2 transports. Ship the infantry (forget the HQ's) down next to Copenhagen and then declare war (if possible). But be aware, if Germany is also at war with them, it is important to take as much land as possible before they do. Use the spies in Denmark to try and lower their national unity and maybe that'll get them to surrender. Note: The moment war starts it is very important to change the laws.

Finland: This is going to be a bit harder and it is important to build enough infantry. A nice tactic could be to ship 2 or 3 divisions next to Helsinki, then ask for passage rights through Sweden, send the rest of the divisions (yes all of them) to the north of Finland and commence the attack. The two fronts should make Finland surrender after you take the most important cities. Remember to use the spies to lower national unity.

Sweden: Since Sweden is neutral it's divisions is at 25% and to steamroll them should be a cakewalk. Plus it's sweet revenge on them for conquering you.

Germany: That's a no no since they are too strong, plus if you join NATO, Germany will conquer, Denmark, You and Sweden.

Soviet Union: That's a no no unless you want to end up being conquered and become a Satellite State in the Warsaw Pact and ignite a third world war.