The dance they're doing is the Polonaise. It is a quite slow, regal dance originally from Poland that is quite common to do at the Palace in Oslo. (Also often danced in Norwegian schools, at least the ones I've attended, because it isn't hard to do at all. If you can walk, you can do it.)
It's basically walking with a partner, to music, stopping now and then to make a doorway with your hands so that the other people behind you may pass through. If you are many people dancing, you can get something akin to a tunnel created by people.
It's a fun dance because it is easy to talk.