After completing all coursework (90 ECTS) I cancelled a Master's course in Norway, and for several reasons will not be able to complete the thesis (the only thing missing). However, the Norwegian system doesn't know the concept of Postgraduate Diploma, and that means at this point the only thing I get is a Transcript of Records.

From what I heard, many anglophone universities would grant a Postgraduate Diploma in such a situation. Would it be possible to get such a Diploma from any other university, based on the coursework successfully completed in Norway? Or is this completely unrealistic, because the degree would only be granted when at least parts of the coursework were taken at the university? Any concrete experiences or advice?

I don't think that will be possible. You need to do the work at the awarding institution.