We have a love/hate-relationship, but speaking as a Norwegian, being honest and not just wanting to stick it to those damn swedes, I think there is some truth to it. I've always looked at both Stockholm and Copenhagen as more cultured than Oslo. Compared to Oslo, both Stockholm and Copenhagen has a much richer history.
It's sort of like a sibling relationship. Don't dare touch them, or you'll feel the wrath of the other siblings, but internally, we all like to make fun at the others expense. I recommend taking a look at the comic strip Scandinavia and the World, it talks a lot about that, and is pretty funny. [1]
> Compared to Oslo, both Stockholm and Copenhagen has a much richer history.
Well Oslo as a real capital is quite young after all, it has been kind of an afterthought for a lot of its history. And you know who we have to thank for that.
A slogan invented by... Stockholm. :P