There’s a simple explanation why this art gallery has such an unusual, and un-Danish, name: It was once the private home of Alexander Brun, who had three wives over the course of his life, each of whom was named Louise. Even if the current exhibition isn’t to your taste, the museum is not to be missed. The building, which sits on a promontory overlooking the sea, is one of the world’s most charming galleries and an artwork in itself. It’s outside the city limits but is easily reached by a short train ride and a stroll through one of Copenhagen’s most affluent suburbs.