The most famous Danish during the 19th century was probably Thorvaldsen. He did most of his work in Rome where he made several sculptures for the churches in Rome including the church of saint peter.
When Thorvaldsen finally returned from Rome in 1838 he was declared an honorary citizen of Copenhagen – until today he is the only person on whom this honor has been bestowed. Given his fame in the middle of the 19th century it might not be surprising he got a museum dedicated to him.
In 1848 they built Thorvaldsen’s museum which were the first museum in Denmark which were open to the general public. The museum opened a shortly after Thorvaldsen died and he is actually buried in the courtyard of the museum so he could be surrounded of his own art.
The museum is located on Slotsholmen next to the parliament in Christiansborg Castle. So the location of the castle is as central as it can get in Denmark. One end of the museum faces a courtyard where the neighbors are the supreme court of Denmark and the prime ministers offices.
The museum has a large collection of statues made by Thorvaldsen – a lot of the statues are not the actual marble statues because they are located in the different churches in Rome and Copenhagen. What is on display is the plaster models of the statues which were made to help Thorvaldsen make the actual statues.
Even though you don’t see a lot of the actual statues the museum is still pretty impressive and the plaster models are actually good looking as well so the museum is well worth a visit. And since you are visiting the center of Copenhagen you can actually go and have a look at some of the original statues made by Thorvaldsen. You find a dozen of these statues in the main church of Copenhagen Vor Frue Kirke where Thorvaldsen made statues of the apostles.
If you got a change you should try to time your visit for a Wednesday since it is free that day of the week otherwise you will have to pay the 90 DKK entrance fee if you haven’t bought a Copenhagen Card.