\documentclass{article}
\usepackage{graphicx}
\usepackage{rotating}
\usepackage{colortbl}
\begin{document}
\begin{tabular}{|l|l|l|l|l|l|}
\hline
\multicolumn{5}{|c|}{Konsekvens} \\
\hline
& & Liten & Middels & Kritisk & Katastrofal \\
 \hline

& Lite sannsynling & \cellcolor{green} & \cellcolor{yellow} & \cellcolor{yellow} & \cellcolor{red} \\
& Sannsynlig & \cellcolor{green} & \cellcolor{yellow} & \cellcolor{yellow} & \cellcolor{red} \\
& Meget sannsynlig & \cellcolor{yellow} & \cellcolor{yellow} & \cellcolor{red} & \cellcolor{red} \\
\begin{sideways}Sannsynlighet\end{sideways}& Svært sannsynlig & \cellcolor{yellow} & \cellcolor{red} & \cellcolor{red} & \cellcolor{red} \\
\end{tabular}
\end{document}