In early March, a mysterious ship the size of a large passenger ferry left a Romanian wharf, glided through the narrow Bosporus that separates Europe and Asia, and plotted a course toward Scandinavia. About a month later, at the fenced-in headquarters of Norway's military intelligence service, the country's spy chief disclosed its identity. It was a $250 million spy ship, tentatively named Marjata, that will be equipped with sensors and other technology to snoop on Russia's activities in the Arctic beginning in 2016. "There is a demand from our political leadership to describe what is going on in this region,"...