Lilyhammer on BBC 4
The 'hero' is Frank "The Fixer" Tagliano, played by Steven van Zandt (who was previoulsy known as Silvio Dante, consiglieri to Tony Soprano, and also member of Bruce Springsteen's East Street band).
Frank has been relocated to Lillehammer in Norway under an FBI witness protection programme (he went there, he claims, because he remembers the Winter Olympics of 1994 held there, and liked it).
What follows is a classic show, where fish out of water former gangster turned entrepreneur has to integrate into Norwegian life or risk his cover being blown. Of course, being a former gangster means that our hero can't help doing dodgy deals, beating up miscreants, and generally making a nuisance of himself to the local constabulary.