Hundreds of mourners have attended the funerals for victims of last Friday's massacre [GALLO/GETTY]

Police say, Anders Behring Breivik, the killer that confessed to the Oslo bombing and youth camp massacre that killed 77 people in Norway has told them he considered attacks at other possible locations.

Paal-Fredrik Hjort Kraby, a police attorney, says Breivik was questioned for ten hours on Friday and "said he was interested in other targets."

VG, a Norwegian tabloid, said Breivik had described the royal palace and the head office of the prime minister's labour party in Oslo as potential targets.

The paper did not cite its sources.

Kraby wouldn't comment on the report but said that, "They were targets that one would say are natural for terror attacks."

Al Jazeera's Tania Page said: "they [the police] are looking for the CCTV footage, that is all of the closed circuit television footage, so basically security footage, from around the city on the day of the attacks last Friday as they are trying to piece together really his [Breivik's] movements.

Breivik is continuing to cooperate with the police investigation.

Memorials in Oslo

The news comes as hundreds of mourners have attended the funerals for victims of last Friday's massacre.

Tania Page said the main memorial concert on Saturday is taking place at Oslo's main cathedral where rescuers and politicians, particularly those from the ruling labour party are attending.

Survivors, victims and their bereaved families will also be attending the concert that will be broadcast on Norwegian television. 

"It is really providing something of a vocal point for mourners," Page said.