Travveling with SAS 907 from Oslo, Norway to Newark Terminal B. Transfer to Terminal C and further with United 239 to Nashville. Do I have to pick up the luggage at terminal B and bring it to terminal C?
You don't have to carry your bags between terminals at Newark Airport.
When you check your bag in Oslo it should be checked through all the way to BNA.
However, like every US international arrival, you must pick up and carry your bag through Customs.
Once you have cleared Customs there is a special baggage drop immediately past Customs where you will drop your bag again.