Cisternerne (The Cisterns) is an underground contemporary art space in a Victorian water reservoir beneath Søndermarken, the park adjoining Frederiksberg Have. The space is genuinely otherworldly: vast brick-vaulted halls with a thin layer of water on the floor, lit only by the artworks themselves and a few carefully placed lights. Visitors are given Wellington boots at the entrance.
The exhibitions change several times a year and focus on immersive, site-specific installation art. Not everything works equally well in the space, but the space itself is always worth seeing. Booking in advance is advisable, especially in summer.