The Norwegian newspaper VG Nett writes today that Anne Marie Solberg, née Behn, who was the maternal grandmother of Princess Märtha Louise's husband Ari Behn, died on Wednesday 29 December 2010, 87 years old.
Anne Marie Behn was born at Halden on 15 August 1923 as the daughter of Sigurd Behn and Hjørdis Marie Behn, née Johansen. She was christened in the Methodist Church (date unknown). She married Andreas Solberg (1 April 1922-6 December 2008), son of Alf Martinus Solberg and Karen Fredrikke Judith Hansen, in 1950. The marriage banns were published in July 1950, while the wedding took place at Halden on 12 August 1950, cf. Halden Arbeiderblad the same day.
Anne Marie Solberg worked as a journalist in Smaalenenes Amtstidende and later as a medical secretary at Halden Hospital, while Andreas Solberg was an artist and designer.
The death of Anne Marie Solberg means that Ari Behn now has lost all his grandparents. Besides Andreas and Anne Marie Solberg, his paternal grandmother Halldis Perrine Bjørshol, née Hansen, died in 1976, and the legal father of Ari Behn's father Olav Bjørshol, Bjarne Nikolai Bjørshol, died in 1986.
In 2009 it was revealed (among others in Dagbladet.no 11 September 2009) that Terje Erling Ingebrigtsen from Tromsø was Olav Bjørshol's biological father. Ingebrigtsen, b. 11 March 1933, died on 2 November 2009.
Besides the sources mentioned above, I have consulted Erik Berntsen's Aneliste for Ari Mikael Behn (retrieved 8 December 2005) at Vestraat.net as well as variois church books at Digitalarkivet.no.
Postscript 4 January 2011: The death announcement was announced in Aftenposten 4 January 2010: Pdf.