The Hirschsprung Collection is one of Copenhagen's most underrated museums — a small, elegant collection of Danish Golden Age and Skagen paintings in a purpose-built neoclassical building in Østre Anlæg park, just south of the National Gallery. The collection focuses on 19th-century Danish art: Eckersberg, Kobke, the Skagen painters (P.S. Kroyer, Michael and Anna Ancher), and their contemporaries.
The Skagen room is the highlight: luminous paintings of the northernmost tip of Denmark, where the light is extraordinary and the artists who gathered there in the 1880s and 1890s documented it obsessively. The museum is small enough to see in an hour without fatigue. Entry is inexpensive; combined with the Statens Museum next door it makes for an excellent morning of Danish art.