I suggest to do the most obvious thing: Ask the client which laws they intend to break.
Then go forward from this, asking the following questions yourself (which you should also ask if the client does not do anything illegal):
(a) What do my ethics say about the client's activity?
That something is illegal does not mean it is "bad". Indeed, there are eg dictatorships with laws prohibiting free speech, denying women's rights etc. You may have a different opinion than the law about drugs, pirating songs etc.
Note the fact that something is legal might also not imoly that you are okay with the activity. Cheating in exams may be legal, but maybe you would not feel okay in creating a "cheating-abing application". Some illegal activities are "bad, but not that bad". Yesterday, I was longer (voluntarily) at work, my boss saw it but did not say "go home now!". This was illegal for the boss, but no so bad that I would call the FBI.. Facebook collects data illegaly but nobody would call it a "criminal organisation".
(b) What happens to me if I do the activity and get caught?
I dont know the laws in Norway but I would hope "helping someone to murder" gets punished, but "helping someone to jaywalk" does not get punished. Also, it might be that in your jurisdiction the activity is not a crime (probably no set of two countries has exactly the same laws..).
Conversely, it could be that the activity is legal but you could get reprimanded if you do it (bad reputation).
Consult a lawyer, if necessary!
(c) Is the client trustworthy?
If the criminal activity involves directly money, it could be that you don't trust the client to pay you.
Of course, this could also hold for "legal clients": if they have a repuation of going fully lawyer and thus avoid payments, you could also decide that you don't trust them.
Note that I am not a subscriber of the theory presented in the comments "the client could kill you". I dom't believe that "being capable of doing any crime" implies "being capable of doing all crimes".
Nevertheless, of course, depending on your answer to the three questions, you should not only determine if you want to work with the client, but also if you want to report them.