What you seek is just a legend.
The Red Skull breaks into a church in this Norwegian town and steals a mystical artifact, the Tesseract.
MAP (In-Universe)
The town of Culross, Scotland stood in for the Norwegian town of Tønsberg. According to Cinefex #127, night exteriors were shot and then later enhanced digitally.
MAP
(Captain America: The First Avenger, 2011)
MCU: Location Scout 