www.denmark.dk
An official government website created by the Ministry of Foreign Affairs.  A good place to start if you know nothing about the country.

www.mydenmarktv.com
Informative video site about various topics for people new to Denmark.

www.visitdenmark.com
The official travel guide.

www.visitcopenhagen.com
Official tourist guide for Copenhagen, by Wonderful Copenhagen.

www.nyidanmark.dk
The official portal for foreigners and integration.  From the Ministry of Refugee, Immigation and Integration Affairs.

www.workindenmark.dk
Another official government website, this one focused on… you guessed it, working in Denmark. From the Ministry of Science Technology and Innovation.

Living and working in Denmark
A booklet for expats published by the Danish Chamber of Commerce and Expats in Denmark.

www.considerdenmark.com
20 short films about Denmark.

www.um.dk
The Ministry of Foreign Affairs website.  Where to find embassies and consulates, visa information and so on.

www.en.wikipedia.org/wiki/Denmark
The inevitable Wikipedia entry.