There are a few facts you should know about this:
Formally Norwegian is West-Scandinavian (together with Icelandic and Faeroese), whereas Danish and Swedish are East-Scandinavian.
Also, please remember that the Norwegians have two different written languages (and the average Norwegian might not even speak any of those, as there are many dialects in Norway). One of those written languages is based on Danish from when Denmark ruled Norway.
In practice Norwegians and Swedes understand each other well when speaking, as their pronunciation are similar. Similarly Norwegians and Danes understand each other in writing, as the written language (and the vocabulary) are similar.
I know a lot of Danes who do not understand Swedish or Norwegian, and those movies or TV shows are normally subtitled in Denmark.
Source: I am Danish having worked a lot with both Swedes and Norwegians.