As of October 1, 2011, all immigrant and diversity visa interviews and adjudications for residents of Denmark, Norway, and Sweden will take place at the U.S. Embassy in Stockholm, Sweden. Embassies Copenhagen and Oslo will continue to process all cases currently underway until December 31, 2011. After December 31, all pending immigrant and diversity visa cases will be transferred to Embassy Stockholm. Embassies Copenhagen and Oslo will continue to offer some immigration-related services. For more complete information, please visit the appropriate Embassy website.
Note that this change only affects immigrant visa processing. U.S. Embassies in Oslo and Copenhagen will continue to process nonimmigrant visas for business, tourism, education, and other purposes.
The posts in Copenhagen and Oslo will continue to provide the full range of services to American citizens, including the issuance of U.S. passports, issuance of reports of birth abroad for children born in Denmark and Norway to American citizen parents, provision of emergency services to American citizens, performance of notarial services, and assistance in voting by absentee ballot in U.S. elections.
You can find President Obama's memorandum on Deferred Enforced Departure on the White House's web site, http://www.whitehouse.gov/