When we researched the country we got the impression: Denmark has no natural caves. There is not even a sea cave of decent size. This is actually one of the few countries on Earth which has neither a show cave nor a wild cave, not even a small one. This applies at least for the main part of Denmark.
There are two exceptions, first the island of Bornholm and then the Faroe Islands. Bornholm has a completely different geology to the peninsula and the numerous other islands of Denmark. It is located further east, and consists of crystalline rocks of the Scandinavian craton, which is the reason why there are some sea caves. And the Faroe Islands are quite exceptional as they are volcanic islands in the middle of the northern Atlantic Ocean. They have enormous cliffs of basaltic rocks with huge sea caves. However, while they are associated with Denmark and use some governmental infrastructure, they are actually a tiny but independent country. They have their own internet domain, international phone code and government.
All other subterranean sights on these pages are artificial. There are several underground limestone quarries, where the Cretaceous and even younger limestone was mined. The limestone at the surface was in all cases the result of halokinetic uplift.
Another category typical for the country are various bunkers, both from World War II and from the Cold War. During the Cold War the country had a strategic location, as it sits at the only connection between the Baltic Sea and the North Sea. All Russian sea vessels, ships and submarines, must use the Øresund to reach the North Sea. As a result the NATO was quite interested to monitor movements in this strait.
We are astonished how many museums in Denmark were built underground in the last 20 years. Several quite important museums were created intentionally completely underground, e.g. the Frihedsmuseet and the M/S Museet for Søfart. The given reasons were, not to block the view on historic buildings or to protect objects and papers from daylight, which are rather weak excuses. Underground construction is usually much more expensive, and other means, which are much cheaper, are also sufficient. On the other hand, several new underground museums on our list have given Denmark its own chapter, which is created on showcaves.com when the country reaches ten listed sites.