There's a fair amount of ancestry for her on geni.com: Sonja Henie. Because she comes from the same area as my ancestors, I looked for possible connections with mine, didn't see any. I did see naming not consistent with typical Norwegian naming patterns. While that lowers my confidence in the work, there are a lot of clues there to follow, many names and families, and some sources.
Her Wikipedia page: Sonja Henie
Mark Williams and Sonja (Henie) Onstad (1912-1969) are both descendants of Lisbet Kristoffersdatter (1696-1756).
1. Mark is the son of [private father] 2. [Private] is the son of Lillie Viola (Johnson) Williams (1892-1982) 3. Lillie is the daughter of Gustav (Andreassen) Johnson (1855-1934) 4. Gustav is the son of Anne Gorine (Guldbrandsdatter) Johnson (1831-1908) [confident] 5. Anne Gorine is the daughter of Kari (Gulbrandsdatter) Skøyen (1803-1868) [confident] 6. Kari is the daughter of Gulbrand (Olsen) Skøyen (1752-1813) [unknown confidence] 7. Gulbrand is the son of Berte (Henriksdatter) Vansum (1721-1790) [confident] 8. Berte is the daughter of Lisbet Kristoffersdatter (1696-1756) [unknown confidence] This makes Lisbet the sixth great grandmother of Mark.
1. Sonja is the daughter of Wilhelm Henie (1872-1937) [unknown confidence] 2. Wilhelm is the son of Hans Martin Henie (1839-1898) [unknown confidence] 3. Hans is the son of Anne (Hansdatter) Drognes (1796-) [confident] 4. Anne is the daughter of Hans (Halvorsen) Drognes (1757-1805) [unknown confidence] 5. Hans is the son of Anne (Henriksdatter) Vansum (1729-) [unknown confidence] 6. Anne is the daughter of Lisbet Kristoffersdatter (1696-1756) [unknown confidence] This makes Lisbet the fourth great grandmother of Sonja.