Hunger by Knut Hamsun (1890)

This bleak but compelling psychological portrait of a slightly unhinged and destitute young man struggling to establish himself as a writer while slowly starving has been called the novel from which all twentieth century literature sprang. It's a big claim but I prefer to see this work as part of a natural progression from Dostoevsky through to modernism. That's not to diminish Hunger in any way. Set on the streets of Oslo, this tale of a fellow full of frenzied, self-defeating idealism is said to be semi-autobiographical. Toward the end of his life Hamsun sympathised with fascism, something that has scarred his subsequent reputation.

The Ice Palace by Tarjei Vesaas (1963)

This story of a friendship between two girls on the brink of adolescence – and the subsequent disappearance of one of them - is a Norwegian classic. Maybe it is the translation, but the writing (the dialogue in particular) has a sort of stilted and awkward feel to it. Still, I expect that from most things Scandinavian. Elements of the story are deliberately ambiguous, such as the sapphic air that exists between the two girls, but Vesaas does evoke the ponderous northern winter wonderfully well and his rendering of the ice castle is simply a great piece of writing.