There is a hugely clear winner here, with a slight caveat that although we are clearly told that the setting is Kronborg castle, Helsingør, and there are contextual references aplenty to neighbouring countries, there isn’t a terribly strong historical foundation to this story of dynastic intrigue at the Danish court. However, it is the best known work of the English language’s best-known writer, and my Danish friends will have to grin and bear it. It is, of course:
The second place goes (again by a very clear margin) to a Holocaust novel, though one that is completly new to me – I guess it may be on a lot of school reading lists? Published by an American writer in 1989 (and winner of the 1990 Newbery Medal), it is:
Having said that, there is a contender which has more readers on LT and is not so far behind on GR. It is an ancient epic in three sections, of which the first two are clearly set in Denmark (or at least among the Danes), though the last (and shortest) is set elsewhere. Much-translated, inspiring to Tolkien and many others, it is of course:
Several books set in Denmark by actual Danes which almost made the top three:
Miss Smilla’s Feeling for Snow / Smilla’s Sense of Snow / Frøken Smillas fornemmelse for sne, by Peter Høeg
The Keeper of Lost Causes / Kvinden i buret, by Jussi Adler-Olsen
It could be worse.