Here are some of the skate spots that pops up a lot in films from Denmark
Israels Plads - has a shit ton of fun ledges
https://goo.gl/maps/s8QV7KobEUHRW9kW9Jarmers Plads (close to the above, and a very popular ledge spot)
https://goo.gl/maps/hxrimN25bUAxZGXX6Superkilen - so it as big architectural project in Nørrebro from 2012 (I think) - it has a shit load of wonderful spots! This is where I like to go
It also has a very relaxed skate park, which I prefer over the big one in Fælledparken
https://goo.gl/maps/cTDHBEupE1ZAvS8X9SEB spot - I have never really visited it, but it is really popular - bank to ledge spots, and the possibility to go big. It is also really close to the canal, and there are often sunny house music and cold wine going on
https://goo.gl/maps/BF9XGVNWiDBsNdJQ8That's something to begin with, at least
And I think that CPH Open has tried to focus more on keeping it a local party (instead of one of the biggest events in Europe). I recommend to follow them on instagram, and also some of the people that are associated with them, like the musician Pato Siebenhaar - that was where I found most stuff last year. I think it is usually the week before Roskilde Festival, which would make it the last week of June, but I am not completely sure.