Much to my excitement, I believe I have found immigration and ship records for Martin Knutson, Anna Halvorsdatter, Herman, Lars, Lina and Syver Martinsen (Knutson)!

Martin Knutson is listed as departing Christiana, Norway in 1868 as:

Martinius Knudsen (of) Sjøsveen
Age: 42
Remarks: Romedal
Passenger on: Bark Anna Delius 1868
From Christiania Apr. 26
To: Quebec June 17
(The June 17th date is unaccounted for. I speculate this is ship's intended return date)

Martin Knutson is listed arriving in Quebec, Canada in 1868 as:

Knudsen, Martinus
Arrival: 21 May 21 1868
Port of Arrival: Québec
Reference: RG 76, Microfilm: C-4523.

Anna Delius Ship Records - Martinus Knutson.jpg (961629 bytes) Cover Anna Delius records.jpg (837361 bytes)

Click either thumbnail to see full-sized versions of the Anna Delius Manifest cover page and passenger list, line five: Martinus Knudsen

Anna Halvorsdatter and four children (Johanna was already married and stayed in Norway) arrived at the Port of New York, then called Castle Garden, aboard the steam and mast ship Iowa on Aug 24, 1872. Some four years after Martin's arrival in Quebec. 
There are no family stories about how Ann and the children made the journey from New York to Wisconsin, or about when Martin and the family were reunited. But, there were common Rail and Ship routes across Canada.

Anna Halvorsdatter (incorrectly listed as Anna Haboersdolter)
Children listed: Herman, Anna M., Lars, Lina, and Syver Martinsen,
Arrival Date: 24 Aug 1872
Estimated birth year: abt 1832
Age: 40
Gender: Female
Port of Departure: Glasgow, Scotland
Destination: United States of America
Place of Origin: Norway
Ship Name: Iowa
Port of Arrival: New York
Line: 34
Microfilm Serial: M237
Microfilm Roll: M237_364
List Number: 913
Port Arrival State: New York
Port Arrival Country: United States

Click here to see the original 1872 ship record.