Some are, others aren't. I think the one that the shooter belonged to (past tense) was connected through the Grand Lodge of England which meant it was a "regular" lodge.
But yes, many Continental lodges are "irregular" and we have no contact with them.
Here is what the Norwegian Grand Lodge had to say about this:
The Norwegian Masonic Order of expressing compassion and care (for victims of Breivik murders)
Breivik was a member of a lodge under the Grand Lodge of Norway, not the United Grand Lodge of England. As soon as the photos were published of him in his apron from his Facebook page, the Grand Master of Norway did some digging and verified he was indeed a member in Oslo. He officially expelled Breivik that same weekend.