Last time I visited Legoland at Billund, which is a couple of hours travel from Copenhagen, the train left Copenhagen at a sensible time in the morning, arrived at the station where you have to change to a bus on time.
Tor Jensen, president and founder of Jensen World Travel in Wilmette, Illinois, sends a number of customers to his hometown of Copenhagen, Denmark, (and its famed Tivoli Christmas Market) for the holidays.