death at sea returning to Norway - any records??

My great grandfather, Gilbert Larson, immigrated from Flekkefjord in 1867 (born in 1844).. His wife Anne immigrated from the same area in 1872 and they were married in 1873 and settled in Polk County, MN, SD, then back to MN. They went back to Norway in about 1906 to take care of business. He died and was buried at sea. lWhere can I find a record of the ships that returned to Norway?[:)]