The circumstances of the theft had been embarrassing and, worse still, the paintings were not insured. The press were severely critical of museum security and derided the police for failing to respond quickly to the museum's alarm. The thieves had to be caught, the paintings recovered - fast.
'We had about 15 suspects, but finding proof was difficult,' Stensrud said.
'Nobody was talking and physical evidence was nowhere to be seen.'
Stensrud's first suspect was Paal Enger, a notorious art thief and self-confessed Munch obsessive. He had already been jailed for the 1988 theft of Munch's painting Vampire, and following his release from prison in 1994, he was commissioned to steal The Scream [a different version to the one taken in 2004] from the National Museum Of Art in Oslo. He would be well paid and his mystery employer didn't even want the painting - Enger could do what he liked with it. He gladly accepted.
Enger was eventually charged with the theft and sentenced to six-and a half years in prison. Although there were no Enger-style giveaways in the latest Munch theft, there were clues that pointed his way. The getaway vehicle had been dumped in the car park of a tennis club where Enger was a member; CCTV cameras showed him visiting the museum a few days earlier; and while Enger said he was with a friend at the time of the robbery, this friend lived only 200 metres from the museum.
Stensrud brought Enger in for questioning. He denied any involvement, and with no evidence, the police let him go. It looked as if they had picked up the wrong man, but Enger's arrest sparked a hunch. 'You can't sell The Scream; it's impossible,' said Stensrud. 'I reasoned there had to be a very particular reason for stealing it.' He recalled that Enger's 1994 theft of The Scream had been commissioned by a member of one of Norway's most notorious criminal gangs as a way of taking the heat off them - and it had worked. Could another version of the painting have been stolen for the same reason?
Stensrud contemplated his own four month investigation into the country's biggest heist, which had just been interrupted. This job had unfolded on April 5, 2004, in the sleepy city of Stavanger. The robbery had been well planned; the 11 thieves had blown up a lorry parked outside the local police station minutes before they raided the cash-sorting vault of Norway's largest money-transportation company.
One of the first police officers to arrive at the scene, Arne Klungland, 53, had been shot in the head by a gang member. The gang had then driven off, ditching their getaway cars at the edge of a forest, setting fire to them and disappearing on snowmobiles.
It was Norway's largest robbery. Only seven police officers have been killed on duty in post-war Norway, so Klungland's death meant that detective Stensrud was under huge pressure to come up with results.
Stensrud had been quick to deliver.
By July - one month before the theft of The Scream and Madonna - police had arrested and charged 18 people in connection with the heist. The key suspect, however, was still at large.
Stensrud believed the real mastermind behind the robbery was renowned criminal David Aleksander Toska.
An aristocratic, portly 28-year-old chess champion, Toska was well known as the leader of one of Europe's most vicious criminal gangs. He had already masterminded a safe-deposit-box robbery in 2001, which netted him [pounds sterling] 1.75 million, and a commando-style robbery on a bank in 2003. Could Toska have commissioned the raid on the Munch Museum in order to derail Stensrud's hunt for him? So convinced was Stensrud of the connection between the crimes that he set out to find a link. He spent hours watching CCTV footage of the museum raid. Suddenly he paused the tape. As part of his investigation into the Stavanger vault robbery, Stensrud had arrested a man who ran a shop that sold bulletproof vests and other supplies to Toska's gang. Now he saw the Munch robbers wore the same specialist gloves as Toska's men.