Sonofon SIM
From rukapedia
For some reason it seems that none of the "we'll set you up with a local prepaid SIM card" outfits in North America -- places like Telestial -- deal in SIM cards for Denmark. Telestial's Denmark offering, for example, is simply their "global" Passport SIM.
Being an aficionado of being local when I'm local, I decided to see if I could set myself up with a local SIM while visiting Copenhagen for two weeks; this despite suggestions from friends here that in post-9/11 Denmark this might be difficult to do.