Lejre Land of Legends (Sagnlandet Lejre) is an open-air living history museum about 10 kilometres west of Roskilde, on the site of what was probably an important Viking and Iron Age settlement. Unlike most open-air museums that simply display reconstructed buildings, Lejre has always been interested in testing historical hypotheses by actually doing things the old way.
The result is genuinely engaging: you watch volunteers demonstrating Iron Age crafts, cooking, animal husbandry, and boat-building, and you can try many of them yourself. The family programmes are excellent. It's a half-day trip from Roskilde, best reached by bus from the train station.