HELSINKI—Four U.S. Marines were killed when their Osprey aircraft crashed in a Norwegian town in the Arctic Circle during a NATO exercise unrelated to Russia’s war in Ukraine, authorities said Saturday. Norwegian Prime Minister Jonas Gahr Stoere tweeted that they died in the crash on Friday night. The cause was under investigation, but Norwegian police reported bad weather in the area. The Marines, assigned to 2nd Marine Aircraft Wing, II Marine Expeditionary Force, were taking part in a NATO exercise called Cold Response. The U.S. says the identities of the Marines wouldn’t be immediately provided in keeping with U.S. Defense Department policy of notifying relatives. The aircraft was an MV-22B Osprey. It “had a crew of four and was out on a training mission in Nordland County” in northern Norway, the country’s armed forces said in a statement. It was on its way north to Bodoe, where it was scheduled …