I found this something of a disappointment, especially considering how much I'd enjoyed another book I'd read by Dolnick (Down the Great Unknown). The book lost much of its punch through digressions, and the style didn't seem particularly compelling.
I read this prior to going to Norway in 2007, and of course one of the places we went to was Norway's National Gallery, scene of the thefts. (However, for much more Munchian atmosphere, I'd recommend going to the Munch museum instead.)
The most interesting parts of the book were those that involved Munch and his paintings. I hadn't been aware, for example, that there were multiple versions of "The Scream." (I did know that the lurid sunset was an accurate meteorological depiction -- the eruption of Krakatoa caused such striking red sunsets all over Europe.)