Sweden and Norway both use BankID and I believe they are compatible. Finland and Denmark have very similar systems.

Edit: Norway and Sweden both use a system called "BankID" that does the same thing in a compatible way, but they seem to be developed and managed by two separate companies.

Having lived in both Sweden and Norway, I can say for sure that it's used in both places. I'm not sure though if I could've used my Swedish bankid to log into a Norwegian bank.

BankID is definitely a thing in Norway. Besides being used by banks here, I can use it to submit my taxes, view my prescriptions and lots of other things.

Finland has something similar: i can use my bank account to log in to places to see my medical info for example.