2 Best Sights in Humlebaek, Zealand

This museum is in the elegant, airy manor of Baroness Karen Blixen, who wrote Out of Africa under the pen name Isak Dinesen. The manor house, to which she returned in 1931 to write her most famous works, now displays Blixen's manuscripts, sketches, photographs, and memorabilia documenting her years in Africa. Leave time to wander around the gorgeous gardens, which also function as a bird sanctuary.

The must-see Louisiana is a modern-art museum with fresh, often-witty temporary exhibitions and an impressive permanent collection that includes Picasso, Giacometti, and Warhol. Even if you're not an art lover, it's well worth the 30-minute trip from Copenhagen to see this beautiful combination of a 19th-century villa and modern Danish architecture, with its large sculpture garden and dramatic view of the Øresund waters. There's a children's section as well, where kids can draw and paint under the supervision of museum staff. To get here from the station, walk north about 10 minutes.