OSLO (Reuters) - Armed robbers have stolen "The Scream" and another masterpiece by Norwegian artist Edvard Munch in a bold daytime raid on an Oslo museum in front of dozens of terrified tourists.

Two masked robbers ran into the Munch Museum, threatened staff with a handgun and forced people to lie down before grabbing "The Scream", an icon of existential angst showing a waif-like figure against a blood-red sky, and "Madonna".

Some stunned visitors said they feared they were victims of a terror attack. The men simply walked out the front door -- with one painting bumping on the ground -- and escaped in a stolen black Audi car driven by a third man, police said.

Worth millions of dollars, the pictures are among Munch's best-known, even though he produced several versions of both 1893 works. "Madonna" shows a mysterious bare-breasted woman with flowing black hair.

"We're following all possible leads ... but we don't know who did this," police detective chief inspector Kjell Pedersen told a news conference. One of the thieves spoke during the robbery -- in Norwegian.

The wooden frames of the paintings were found smashed and scattered along an Oslo street and the car was separately found abandoned a few km (miles) away with no trace of the paintings.