Since 1660, Norway had been a part of the twin-realm of Denmark-Norway, and before that Norway was in the Union of Kalmar with Sweden and Denmark. The only time in Norwegian history Norway could not claim to be an independent kingdom was between 1537 and 1660 (when it was a province of Denmark). Sentiments and loyalty in Norway was always very strong towards the monarch (he was after all of Norwegian descent and heir to Norway), and very few wanted to dissolve the union in 1814.
So what is so special about May 17? The story behind the May 17 represents Norway's act to avoid being ceded to Sweden after losing a protracted and devastating war.
The Norwegian constitution was the most modern in Europe at the time and Norwegians celebrate their national day differently than the other Scandinavian countries, making it an interesting event for travelers. On May 17th, visitors and locals alike watch the colorful processions of children with their banners, flags and bands, as you see on Independence Day celebrations in many other countries.
This Independence Day-style holiday in Norway is a spring celebration with a festive mood all over the country, especially in the capital of Oslo. In Oslo, the Norwegian royal family waves to the passing processions from the palace balcony. Another special characteristic that contributes to making Constitution Day a unique national holiday is all the beautiful "Bunads" (the traditional Norwegian costumes) you can see the locals wear. What an experience for visitors!