Answer: Yes, there are a few famous Norwegians. I shall restrict myself to those of actual Norwegian birth, since for example the number of famous Americans with Norwegian ancestry would require several blogposts of their own. I am also limiting myself to dead Norwegians, since they are much less likely to sue for libel... Some famous Norwegians include, alphabethically:
Roald Amundsen (1872-1928) was the first person to reach the South Pole, and the first person to reach BOTH poles. No word on his relationship, if any, to poles and Poles. Amundsen disappeared while trying to locate an Italian expedition that had gone missing in the Arctic, a futile and pointless exercise at the best of times.
Kirsten Flagstad (1895-1962) was an opera singer and one of the great dramatic sopranos of the 20th century. She was particularly famous for her Wagner roles and there was some controversy regarding her attitude to the
Edvard Grieg (1843-1907) was a composer and pianist, most famous for the "Peer Gynt Suite." It includes famous pieces such as "Morning Mood" and "In the Hall of the Mountain King." Grieg was born in Bergen and is therefore only technically Norwegian. His ancestry was Scottish, and he was apparently a soulless ginger.
Knut Hamsun (1859-1952) was a famous writer and a Nobel Laureate. He was also a ranting, raving Nazi collaborator whose anti-British and anti-American ideals were only surpassed in toxicity by his misogynism. So he wasn't all bad. The discussion of Hamsun's literary genius vs his Nazi sympathies is an everlasting issue in Norway, and one of the most popular items for debate in the Norwegian newspapers (no, we don't have all that much to quarrel about).
Sonja Henie (1912-1969) was a great athlete who won three Olympic Championships and ten World Championships in Women's Figure Skating. She was one of the world's best paid actresses in the late 30s, which proves that men will pay money to watch even the dullest of activities if there's a purdy lady involved.
Thor Heyerdahl (1914-2002) was an ethnographer, adventurer and all round schmuck, whose amateurism in the various fields of science where he engaged himself, has discredited his name and that of Norway among those who actually know something about these fields, while at the same time making him very famous among the unwashed masses who don't know fuck about anything. His insane ravings about everything from the settling of Polynesia to the origins of Norse mythology made him a best selling author and one of the most famous Norwegians of his time, but earned him the scorn of pretty much every professional in the various fields where he peddled his rubbish.
Henrik Ibsen (1828-1906) was one of the world's greatest playwrights and curmudgeons. Ever controversial in his native land, he spent 27 of his most productive years abroad, probably to the benefit of both parties (Ibsen and the rest of Norway). He was a radical in many ways and some of the themes of his plays are still controversial today. There are tons of quotes in Norwegian attributed to Ibsen's plays and they are almost all as dull as anything by Shakespeare.
Edvard Munch (1863-1944) was a painter, most famous for his "Scream" painting. His other works are as disturbed and ugly as Scream, if not worse, and it is beyond me why he's so famous. The city of Oslo has thrown enormous amounts of cash down the drain that is the Munch Museum, and one of the great debates in the Norwegian papers (in addition to Hamsun) is the question of where to build a new museum. Munch is pictured on the Norwegian 1,000 kroner bill.
Fridtjof Nansen (1861-1930) is best remembered in Norway for his polar expeditions, he was the first to cross Greenland on ski for example. Internationally he is more famous for his efforts with the millions of refugees after World War 1 and his work for that noble, but ultimately futile predecessor to the UN, the League of Nations. He was awarded the Nobel Peace Price in 1922.
Vidkun Quisling (1887-1945) led the Norwegian Civil Government during most of WW2, and was subsequently sentenced for treason and shot after the war. His name has become a synonym for traitor, much like the Vichy regime in France or the name of Benedict Arnold in the US. "Quisling" may be the only recent Norwegian contribution to the international vocabulary, and that really tells you a lot about our place in the world...