Corey (born "Kaare") was a ski jumper and cross-country skier in his native Norway. Engen was born in the town of Mjøndalen in Buskerud county, the third son of Trond and Martha Oen Engen. After his father died of the Spanish flu in 1918, his mother and brothers moved the short distance to small town Steinberg. His older brothers Alf (age 20) and Sverre (age 18) emigrated to the U.S. in 1929, first settling in Chicago, then relocating to Salt Lake City, Utah in 1931. Corey (age 17) and his widowed mother Martha emigrated in March 1933, joining brothers Alf and Sverre in Utah.