The first big snowfall of winter is landing on the Edvard Munch Museum, a now shuttered building on a stretch of Oslo parkland. Four months after a gang tore Munch’s masterpiece “The Scream” from a ground-floor gallery wall, the trail has gone cold.

Few clues have been recovered, no arrests made, no ransom demands received, and the intelligence radar that sweeps the art market has picked up nothing. “My feeling,” Inspector Iver Stensrud, head of Oslo’s organized crime squad, says, “is that it is going to be a long inquiry. Frankly, we haven’t had the breakthrough we wanted.”

Immediately after the raid, police were confident that the thieves would soon be found: The Oslo underworld is small and limited in its ambitions, and the robbery appeared crude to the point of recklessness. At about 11 a.m. on August 21, two men in hooded tops simply walked through the building’s main entrance. One drew a revolver, ordering the sole female security guard to lie on the floor, while his accomplice ripped “The Scream,” and another Munch work, “The Madonna,” from their hangings.

“The words criminal genius didn’t exactly spring to mind,” says Kjetil Kolsrud, an Oslo journalist who has covered the case from the start. “The view was that they were probably opportunists who knew that the security at the museum wasn’t what it should have been, and just decided to have a go.”

Mary Vassiliou, an American tourist who was in the gallery, recalled: “It looked like the guy who had it was going crazy. He was banging the painting against the wall, then he got it off the wall and then he was banging it against the floor.” Having broken both paintings out of their frames, the two men ran out of a side door and into a waiting car.

Signs began to emerge that the job might not have been as amateurish as it first seemed. The getaway car had been stolen a year before (yet, puzzlingly, never reported as missing).The robbers appear to have been aware of a persistent malfunction in at least one of the museum’s security cameras. And they knew that the paintings could be easily removed from their mounts.

All this suggests inside intelligence. They also covered their tracks. The car was abandoned two miles away, and a fire extinguisher had been set off inside, rendering the task of gathering forensic evidence more difficult.

“You study the way it was carried out, and it may look like a fairly crude operation, but, at a deeper level it was thoroughly thought-out, and it may be that the people behind it had decided that this approach had the best chance of succeeding,” Mr. Stensrud admits.

He is confident that the thieves were a local crew but suspects that they were working to order. “I do not believe,” he says, “that the people who carried out the robbery are the only, or even the most important, people involved.”

But the central question remains – why would anyone steal “The Scream”?

Since Munch painted it in 1893, it has become one of the world’s most recognizable images. Munch’s description of the experience that inspired him was found in his January 22, 1892, diary entry:

“I was walking along the road with two friends. The sun was setting. I felt a breath of melancholy. Suddenly the sky turned blood red. I stopped, and leaned against the railing, deathly tired – looking out across the flaming clouds that hung like blood and a sword over the blue-black fjord and town. My friends walked on – I stood there, trembling with fear. And I sensed a great, infinite scream pass through nature.”

The painting’s fame makes it unsellable on the open market. Nor could it plausibly be delivered into the hands of an unscrupulous private collector. “The idea that some Colombian cocaine baron or Russian oligarch has it hanging on his wall is just fanciful,” Mr. Kolsrud says.

A ransom is a possibility, yet four months after the theft it looks unlikely. No communication of any kind has been received. And the rough treatments the painting received while being stolen suggests that returning them in the pristine condition necessary for such a deal is not a high priority.

Charles Hill, a former senior member of Scotland Yard’s art-theft squad, has another theory. “It is highly likely,” he tells me, “that this robbery, at its core, isn’t even about ‘The Scream.’ It could be a distraction crime.”

Mr. Hill was heavily involved in the successful operation to retrieve another version of “The Scream” (Munch painted four), which was stolen from Norway’s national gallery in 1994, in a more sophisticated operation than August’s.

Posing as a wealthy Californian art dealer, Mr. Hill eventually made contact with a former Norwegian footballer, Pal Enger, 28, who had stolen another Munch painting, “Vampire,” six years earlier. Renewed suspicion fell on Enger when he placed a notice, recording the birth of his first son, in an Oslo newspaper. It teasingly declared that the boy had arrived med et Skrik – with a Scream. After weeks of negotiation, Mr. Hill, carrying a suitcase filled with cash, met Enger’s gang in a chalet outside Oslo.

“I’ve had one or two moments of real delight in my life, and one of the biggest was picking up ‘The Scream,'” Mr. Hill says. Enger was later convicted and sentenced to six years.

At his home in Oslo, Enger denies any connection with the latest robbery. “I always behaved as a gentleman,” he says. “I do not approve of guns and violent conduct.”

Mr. Hill’s theory that the theft may have been a tactic to distract or embarrass the police has some support. A reliable underworld source in Oslo has told officers that the raid was carried out in “retaliation” for the thwarting of a security-van robbery earlier this year. Police staked out a bank north of the city, and in the ensuing ambush two veteran crooks were shot.

“You know, criminals like to show off to each other,” says Mr. Kolsrud. “It’s possible that ‘The Scream’ was a kind of ‘kudos crime,’ done just to make the people involved look important.”

As the weeks go by, the urgency of recovering “The Scream” increases. Munch painted it on cardboard and it may deteriorate rapidly. Lise Mjoes, director of the City of Oslo’s art collections, says: “It needs to be treated like a newborn baby; any change in humidity or temperature will likely damage it.”

“I think there’s a good chance of getting it back,” says Mr. Hill. “And that should be the absolute priority. Get the painting back first, and worry about who stole it later.”

Wherever “The Scream” may be, its disappearance has implications for small museums like the Munch. Worldwide, art theft is a big and growing business. Effective security systems require constant and expensive updating, and insurance premiums on important works of art have become prohibitive.

After the Oslo theft, the Norwegian ministry of culture commissioned a security review of the Munch museum. Even the most basic improvements suggested in its report would cost an estimated $30 million – money the modest museum just doesn’t have.

“Our museums and, in fact, everyone’s museums have a huge problem,” says Anette Wiig Bryn, Oslo’s Commissioner for Cultural Affairs. “The costs of having proper security can become extreme.” So can the costs of not having proper security.

As the snow piles up around it, the empty museum presents a forlorn sight. A notice on the door tells would-be visitors not to expect a reopening before next summer. Will “The Scream” be back in its place by then? “I cannot promise,” says Mr. Stensrud. “There is a lot that we do not know.”