Easily the best museum in Copenhagen, bursting with history, the Royal Theatre Museum is located among the Parliament buildings behind Christian IV's Stock Exchange. Check out the opening days and hours, which are generally limited to Wednesday and Saturday afternoons because of fire risk. It also tends to be closed for periods of renovation. The last wooden theatre in Europe, the theatre (which is still in use) contains posters from Ibsen premieres as well as of more recent performances.

Here, as cool baroque music plays, you can imagine the last doomed waltz of Queen Caroline Mathilde, sister of George III of England, with her dashing lover, Count Struensee, the German-born Prime Minister and moderniser of the Danish government. They returned after their last tryst to their rooms by secret tunnels, only to be arrested in the middle of the night. Struensee was sentenced to death for lese-majeste. His right hand was chopped off before he was brutally executed. The barbarity of his death shocked the Europe of his time. Caroline, married to an elderly, mad King Frederik, bore Struensee's child. She was "deported" to North Germany, where she died of a broken heart at only 22.

Get there early to soak up the atmosphere and avoid the crowds, although only theatre aficionados seem to head for this unmissable jewel.

Tucked away in the Danish Parliament buildings.

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