Denmark's National Museum is Scandinavia’s largest, a vast, rambling one-time palace with a new foyer and masterly modern atrium by Anna Maria Indrio, just off Rådhuspladsen. The collection is broken down into themes (ethnographic, coins and medals, Middle Ages and Renaissance, Prince’s Palace) but don’t try to see too much in one go; the collections are vast, confusing in layout, and poorly labeled. Instead go for the introductory film in the side-room off the atrium for an overview of the museum and choose one of several 60-minute audio-guides to steer you through the highlights. These are near the ticket desk. For starters, tour the ethnographic collections (first floor, rooms 151-172) to see Inuit snow suits and embroidered boots, an eerily beautiful Edo period golden screen decorated with frolicking horses, and the Samurai costumes. Tour the state rooms of 1743, complete with fine Flemish tapestries (rooms 127-134 on the first floor) and don’t miss the mystical Iron Age Gundestrop Cauldron, just off the atrium. A well-labeled prehistoric collection was revamped in May 2008 in the Rune Room across the courtyard. The fabled Iron Age Sun Chariot, a Bronze Age girl’s grave, and musical instruments are also worth seeing.
Alternatively, if you’re in downtown Copenhagen, anyone who lives there should be able to show you on a map.