We all prefer blue skies and sunny weather for our holiday, but there's no denying, rainy days do happen in Copenhagen! Even if you are here on a wet day, there’s still plenty of things to do in Copenhagen that will keep you dry, happy and well entertained. Why not visit one of Copenhagen's more than 90 museums? Or head down to the depths under the parliament, Christiansborg, setting for the TV series Borgen? Make the most of your city break to Denmark's capital, with these rainy day ideas for things to do in Copenhagen.