The Medieval Centre opens its doors to a Christmas market in the old trading town of Sundkøbing, est. 1400 AD. Visit the beautiful houses and enjoy the smell of rice pudding, mulled wine and Christmas spices as they spread throughout town. The Golden Swan (Den Gyldne Svane) serves traditional Christmas food every day throughout the festive season, accompanied by a frothing pint of beer, of course.
Saturday 10-12-2011 - Sunday 11-12-2011
Christmas market at the Medieval Centre, Ved Hamborgskoven 2-4, Sundby L., 4800 Nykøbing Falster 

All the lights are lit as the village invites everyone to join in the yearly Christmas market in the co-operative village of Nyvang. Everywhere stalls are open with handcrafted knitwear and there is plenty of opportunities to buy Christmas goods, presents and Christmas sweets. According to tradition, there is music and dancing around the Christmas tree.
Saturdays and Sundays from 26-11-2011 - 04-12-2011, plus 30-11-2011 and 01-12-2011 
Co-operative Village of Nyvang, Oldvejen 25, 4300 Holbæk

Come and experience 120.000 candles in the gardens in Christmas garb. See the fascinating variety of stalls in tents and barns which, along with the big shop and café all decked out for Christmas, provide a cosy Christmas atmosphere for all the family. You can buy traditional Danish Christmas food in the café.
Saturdays and Sundays from 19-11-2011 - 18-12-2011, from 2 pm to 7pm 
Birkegaardens Haver, Tågerupvej 4, Tågerup, 4291 Ruds Vedby
Read more about Christmas in Birkegaardens Haver (only in Danish) 

A warm and cozy Christmas atmosphere drift throw the old town square in the old part of the city center! Over 25 stalls will open their doors when Kalundborg formally invites you to “Christmas in the old shopping town”. There will be a huge quantity on offer in unique handy crafts and tasting gathering for many of the regions Christmas goods and specialties. 
Saturday 11-12-2011 to Sunday 12-12-2011
Read more about the Christmas Market in Kalundborg (only in Danish)