OSLO— On a summer day in 2011, a car filled with a 2,000-pound fertilizer bomb exploded outside a government building in Oslo. The bomb was well placed, but badly timed. Many employees were on vacation. Others had left for the day. Labor Party Prime Minister Jens Stoltenberg, whose office was in the building, was out. Only eight were killed—relatively few for a bomb of that size.

Scandinavia is an oddly desirable target for Islamic terrorists. In 2005, the Danish newspaper Jyllandsposten published caricatures of the Prophet Muhammad as an exercise in free speech. A Norwegian newspaper reprinted the drawings. Muslims felt hurt; some were outraged. Danish firebrand imams traveled the Middle East, drumming up anger and hate. Scandinavian embassies were raided and burned. Soon, anyone associated with the caricatures lived in fear of their lives. One cartoonist was attacked in his...

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