Oslo is the largest city and capitol of Norway.
Sometime prior to the events of No One Lives Forever 2: A Spy in H.A.R.M.'s Way, Dmitrij Volkov had killed an uncle of Dr. Karl Kussman in Oslo.
Just before assuming the identity of Tom Goodman, Melvin Blitzny was instructed by Dmitrij Volkov to meet Magnus Armstrong in Oslo for H.A.R.M. orientation. This happened on April 4, 1967.
In the memo found by Cate Archer, Volkov had instructed Blitzny to report to Armstrong in Oslo, Sweden. Oslo is actually located in Norway.
Oslo on Wikipedia