Oslo to Bergen train

Assuming you're following the "Norway in a Nutshell" route, I'd suggest you leave your bag(s) in Oslo. The train station has plenty of pay lockers - small, medium and large. Myrdal is literally a short stop, only enough time to move from the train to the cograil train - I don't remember if they even have lockers in Myrdal.

Are you planning on riding the train down and then back up? The general procedure for Norway in a Nutshell is to ride the train down, take the boat to Gudvangen, then, take a bus up to Stahlheim and Voss.

Usually you keep your luggage with you since you aren't returning to any of the stops on this trip if you are going from Oslo to Bergen.

Another option, if you have the time and are not returning to Oslo, is to see if you can ship your luggage ahead by Haukeliekspressen bus. The bus has three departure times to Bergen each day right now from Oslo Bussterminal: 9:30, 13:30 and 22:30. The bus station in Oslo is very close to the central train station.
(http://web2000.reiseinfo.no/Nor-way/Nor-way/Haukeliekspressen/).

Then take only carry-ons on the train and pick the luggage up at the Bergen bus station after your arrival. I have found this well worth the extra cost.

Thank you all for the suggestions. We will probably send our luggage ahead on the bus so we can take to Flam railway.

We just did the Norway in a Nutshell, but stayed in Bergen overnight so we needed our luggage. We carried it with us, and while lots of people didn't have luggage, we didn't find it to be an inconvenience. Of course, if you can find a way to send your luggage on ahead, that would be preferable, but don't worry if you have to take it. We each had one rolling suitcase and a carryon - we travelled light for us so that it wouldn't be a problem.