Warning: SPOILERS for Black Widow.
In Captain America: Civil War, so it's 2016 in the MCU's main timeline. But Black Widow could also mean that Natasha spoke to Thor about the advantages of settling in Norway.
Of course, the history of Norway has been intrinsically tied to the gods of Asgard, and Norse mythology is based on Thor, his father Avengers: Endgame's 2023, King Thor and the Asgardians built New Asgard in the coastal town of Tonsberg, Norway.
Natasha Romanoff fleeing to Norway after she becomes a fugitive for violating the Sokovia Accords adds some new context to Thor's New Asgard. The reason Natasha chose Norway is that she was "pretty sure [Secretary] Ross (William Hurt) has no jurisdiction" in the Scandanavian country. Norway is part of NATO but it's possible that Norway wasn't one of the 117 countries that ratified the Sokovia Accords. As such, Romanoff was hoping to lay low in Norway, thanks to her fixer, Rick Mason (O-T Fagbenie), securing her new false identification, supplies, and a trailer to live in. Natasha decided Norway was far enough from Secretary Ross' radar and enough legal protection for the global fugitive she had become.
Between Black Widow and Avengers: Endgame, Norway has become a major location in the MCU, and in the time between Valkyrie (Tessa Thompson), and the other Asgardians sign the Sokovia Accords.
The Falcon and The Winter Soldier introduced Madripoor as another MCU country that's a safe haven for criminals and fugitives. But it's obvious why Natasha Romanoff chose Norway over Madripoor since she intended to stay out of the spotlight entirely, not lend herself and her formidable skills as a spy and as an Avenger to criminal enterprises. It's just as telling that Sharon Carter (Emily Van Camp) picked Madripoor over Norway considering the agenda that turned her into Power Broker. Sharon obviously had no intention of trying to live quietly as a fugitive so Norway wasn't on her radar as it was Natasha's.
Although Natasha Romanoff's time in Norway was brief in Black Widow, it set up the Scandanavian country's growing importance in the MCU. And, when then movies are watched according to in-universe chronology, Black Widow helps set the stage for Thor: Love and Thunder, which will catch Marvel fans up with Thor, Valkyrie, who the God of Thunder made the king of New Asgard, and Jane Foster (Natalie Portman), who will become the new Thor.
