To book accommodations, contact Eurail at 1-866-638-7245 or visit their Web site (see Resources, below). Start by selecting 'Train Tickets and Schedules' from the drop-down menu on the left side of the page. Select the date and time you would like to depart from Oslo (bearing in mind that this trip takes approximately 8 hours).
Choose whether you want a one-way or round trip ticket, then type 'Oslo' in the 'From' box and 'Copenhagen' in the 'To' box.
Decide whether you need to save money with an economy class ticket (and sleep sitting up), or whether you would rather upgrade to first class accommodations that come with a sleeper car. Sleeping accommodations may be a good idea on this long trip should you be traveling at night.
Enter all requested contact, payment and shipping information, then wait for your tickets to arrive in the mail and put them with all of the other travel documents you will be taking with you to Norway.