Located on the sea in southern Denmark—a part of the country where Danes vacation—sits a small palace first built in the 1600s. Today, the 11th generation of the royal family still inhabits the palace, but from May to October it is open to the public. Inside sits a chapel and room after room of antiques and art from many different eras. The attic is full of taxidermy from big game drives, so proceed at your own caution if you find that stuff too much to bear (no pun intended). Save time to wander the grounds and play a round of mini golf next to the old horse stables.