Not really, no. while a lot of people, especially in Denmark, may have wanted it. Throughout the 19th century there were instead a growing sense of pan-scandinavism - with some similarities to the german unification movement - but with Sweden ruling Norway, they must have seemed the 'obvious' candidate for a leader. According to Edvard Brandes, founder of Politiken there was even a group of students, yelling "Karl den Femtende Leve" ("Long live Karl XV") for the swedish king, at the crowning of Christian IX in 1863. The movement did however mostly die out in Denmark, following Karl XV going back on his promise of military aid during the war of 1864.

While I know little about Norway following the indepence from Sweden, they did keep on using the constitution written in danish from 1814, and it was a danish prince who became King Håkon VII - so there seems to have been some brotherly feelings remaining, but I haven't heard anything about real attempts at a reunification.

That said, this isn't something I've studied meticoulusly, it's not at all impossible that there is a bit more to it!