No vintage in denmark as far as i know, i'd probably look at morphling.de to check where the german tournaments are held.
There are legacy events in denmark though, you could try to contact Faraos Cigarer in copenhagen for more information:
http://www.faraos.dk/ This phone number should work: 45 32 10 23 23.
Other then that there's Dragon's Lair in Aarhus and Odense.
http://www.dragonslair.dk/Most danes speak english pretty well so the language barrier should be minimal.
/Zeus