Denmark is a little land of five and a quarter million souls, most of them Andersens, Hansens, Jensens, or Petersens, with a few Madsens Jacobsens, and Mortensens and Rasmussens thrown in for variety, who live on a pleasant green peninsula and two large islands and many tiny ones north of Germany, between the North Sea and the Baltic, a major supplier of ham and cheese and ceramics, a nation of irreligious Lutherans, a democratic society prickly to wealth and privilege and the home of a royal line that goes back to A.D. 935. The peninsula is Jutland; the two islands are Zealand, which includes Copenhagen, and Fyn. A handsome and civilized country, its only wilderness the sea.

The entire country is a little smaller than Lake Michigan, and if it were slipped in there, between Wisconsin and Michigan, it would not be such a bad fit culturally. The same dark humor prevails as in the Midwest, the same stoicism and gentility. It would be a shock to land in a Great Lake, but the Danes would study the situation and work out the best deal they could, keeping their queen and flag, their chirpy language, their generous health and unemployment benefits, their 37-hour work-week, their five weeks of annual vacation plus assorted holidays, their nine political parties (Social Democrats on the left, Radikale in the center, Venstre, or Left, on the right). They might ban the so-called Danish pastry too gooey). They would make fun of everything American and lambaste our foreign policy. They would see themselves, in every way, as the beautiful swan trapped in the realm of ducks.

Life in Denmark is divided into two parts, the Golden Summer and the Great Murk, which extends from late fall to mid-spring. The months of youth and beauty, when the sky is light until almost 11 p.m. and Danes take to the beaches, eat in their gardens, soak up the sun, feel sleek and smart, and the other months, when they go to and from work in the dark and the rain and just try to keep putting one foot in front of the other and not get too glum.

I used to spend Christmases in Denmark, back when I had connections there, and I remember the night flight over the Atlantic, the sun rising to reveal the solid cloud bank below, the descent through cloud to Copenhagen Airport, like coal miners going down into the hole, the pilot putting the wheels down and the ground still not visible, and then, suddenly, red-tile roofs of houses in the mist below, deep green meadows, tree lines, rain trickling across the window, and the wheels bump on the runway, and you’re in Denmark, in a gloom so dense you feel it in your skull.

You disembark onto a shopping concourse, and past the mink coats and crystal a sign points you to customs. You parade through, a little surprised at how casually the Danish police glance at your passport. (The man who waves you in may be the last uniform you’ll see for a while, Danes being a self-policing people who prefer that authority be inconspicuous.) You collect your bags, and off to the cabstand, the air gray, drizzly, with a tang of salt and smoke.

The cab races off through Amager, past the soccer fields and into the streets of the city, the identical brown-brick apartment buildings, the mustard stucco houses, passing a stream of bicyclists pedaling solemnly to work in their bright red or yellow slickers. Danish jumps out at you from signs, lots of cognates here: A drugstore is an apotek (remember apothecary), and a merchant is a handler—a boghandler sells books, a vinhandler wine—a restaurant is a restaurant, and you realize that you won’t starve here or get lost.

Sober-faced Danes queue at the bus stop in the rain, which they do not flinch at, and it dawns on you that a daylong rain is not unusual, this is a North Atlantic winter. The sun won’t shine tomorrow, maybe not the next day. You have arrived in a land where Christmas means more than in, say, Barbados; it is the last outpost on the long grim trek toward spring. Dark gray sky at noon, dull brown brick all around, dead trees, broken glass in the gutter, and you, sorry you, your head like a sponge full of mud. At first you think it’s jet lag, and then you realize that everyone else feels this way too.

Welcome to the birthplace of existentialism.

The taxi brings you over the canal and into the heart of Copenhagen, the grand old city that has resisted freeway and high-rise in defense of its narrow, twisting brick streets from medieval times, its skyline of green church steeples, its pretty squares and fountains. Past the Christiansborg Castle where parliament sits, past the big department store, Magasin, and the Royal Theater hulking on Kongens Nytorv, a plaza faced by stately old piles, and up a narrow street called Bredgade (Broad Street), past the queen’s palace at Amalienborg, and up to Østerbro, where I once lived, in a big echoey belle epoque apartment on Trondhjemsgade. The dining room had a 14-foot ceiling with plaster moldings, and when I sat in it, writing, it felt as if I were drafting the Treaty of Ghent.

We celebrated Juleaften there every December 24. My stepchildren and I trudged through the late afternoon mists to Trinitatis Kirke, where little Soren Kierkegaard attended confirmation class, the church the Round Tower is attached to. It was packed to the rafters Christmas Eve with shiny children and their mors and fars and mormors and morfars and farmors and farfars. We sang the old Danish carols and heard a sermon about our obligations to the Third World and hiked home to our pork roast and caramelized potatoes, and the oldest boy lit the candles on the tree in the dining room and threw the doors open, and we looked at it and gasped—every year the same gasp—and ran hand in hand through the dark rooms singing, “Nu er det jul igen,” and opened our gifts.

The 25th is an afterthought, a quiet day for recuperation; Christmas Eve is the great night of the year. And on Nytarsaften, the 31st, you sit down at 6 p.m., along with everyone else in Denmark, and watch Queen Margrethe deliver her annual homily to the people. It lasts about 12 minutes and ends with her greetings to the people of Greenland and the Faroe Islands and to the people who work on the sea. “Heartfelt greetings from the prince and me,” she says, beaming. “God bless Denmark.” And then everybody proceeds to get a little drunk, or maybe a lot. At midnight Danish television plays the romantic national anthem, and you stand, champagne in hand, and sing it, reading the words off the screen. At 2 a.m., to clear your head, you go for a walk. Blocks and blocks of five-story brick houses; gray, white, cream, blue, gold candles flickering in the casement windows; the steep red- or black-tile roofs, the forest of chimneys, dormers in the garrets; and you feel the romance of Copenhagen, as if walking into an old painting, the enchantment of darkness and rain and the warm hearth that you eventually will walk back to.

I had seen enough Danish Decembers to hold me for a while, so I flew over last year in June for a week of summer. I looked around Århus, the handsome harbor city with a forest next to its downtown, and had dinner with Brian, a poet friend and iconoclast who loves to drink whiskey and disparage the monarchy and the church. “Brian is one of those English names—Tommy, Johnny, Brian—that working-class parents favored after the war,” he said. “It’s a ruffian’s name. If there was a Brian in a class, the teacher would smack him on the first day and get it out of the way.”

I drove up to Skagen, where the turn-of-the-century artists Michael and Anna Ancher add P. S. Krøyer painted fishermen and garden parties and ladies in white strolling along a beach under the midnight sun. I took the train to Fyn for Midsummer Eve. I visited Gilleleje, the vacation village on the north coast of Zealand from which, to escape the Germans in October 1943, Danish Jews were smuggled by fishing boat over the sound to Sweden. I swam in the sea there with friends, which I wasn’t going to do, being skittish about nudity and knowing how cold the water is, until my friends said, “Of course, you don’t have to if you’d rather not,” and then, of course, I had to.

And I hiked around Copenhagen, along earthworks and remains of moats and along the pier where cruise ships tie up, to the statue of the Little Mermaid, sitting on her rock, looking small and forlorn, and beyond her to the magnificent fountain of Gefion, the goddess at the plow, lashing her oxen, water spraying from their nostrils, and great plumes arching up from the plowshare. I sat at outdoor cafés in Grabrodretory and Kultorvet and spoke my pitiful rusty Danish to waiters and ate my herring and studied the passersby. Danes are good to watch. They keep a stolid public expression, like Buster Keaton, and are masters of the raised eyebrow. Let a waiter drop a tray of dishes and looks of deadpan amusement flicker on every face, including the waiter’s. I step into a bakery, and when the girl behind the counter says, “Goddag,” I say, “Goddag, jeg vii Berne ha’ to line stykke boiler,” and her left brow lifts and she says, “Oh, you want two of these buns?” “Ja, tak,” I say. “You speak Danish well,” she says. “Where in America are you from?”

I am stopped by a young woman in jeans and a cutoff top who asks where to catch the train to Deer Park. A major thrill for me, to be asked for directions by a Dane, in Danish, and I tell her in Danish where the S-train station is, and add, “And thank you for your navel.” It is a very handsome navel. She covers it in mock modesty and murmurs, “It was a gift from my mother.”

In a cafe near Kultorvet, I used to sit every week and drink coffee with Fradley Garner, an emigre who speaks Danish with a New York accent to his grandchildren. “No matter how much you like Denmark, it’s good to get together with someone who knows who Joe DiMaggio is,” he told me once.

In another café I would have lunch with my friend Elly Petersen, a tall, aristocratic lady of 74 when I met her on my first trip there in 1985 and she told me about her flaming youth, dancing to American jazz in the clubs of Norrebro. We sometimes had oysters and champagne, what she called “the Karen Blixen lunch,” but usually we ordered the classic: herring on rye bread with a shot of aquavit, and then another shot, followed by a fish fillet with a glass of beer, and then a slice of roast pork with the rind on, and a slab of blue cheese for dessert, and coffee.

Elly had met Victor Borge, she said, in 1937 in a dance hall called Zigeunerhallen on Jagtvej in Nørrebro when he was still Borge Rosenbaum and played piano in a jazz trio. Once she had danced with him. “Really,” she said. “I did.” Rosenbaum was a Jew and wrote satiric songs about the Nazis and, on the verge of arrest in 1940, he caught a boat to Sweden, Elly told me. And a few months later he snuck back home to visit his mother, who was dying. He sat by her bed and told her a sweet lie; he said, “Mama, I’m going to Hollywood and get into the movies, and when I do, I’ll send for you, and we’ll live in California in a big house with a swimming pool.” And she said, “Borge, don’t let it go to your head.”

Back when I knew Elly, I aspired in a modest way to dress, smell, walk, and speak Danish, and she corrected my pronunciation, so I would sound more like the queen, less like a yahoo. I remember exactly when my Danish reached its high-water mark: It was late one night after a one-month total-immersion course at Askov Folk High School, in the corn belt of Jutland, when a fellow student and I sat in a tavern jabbering away, and after 15 minutes or so he suddenly stopped and said, “Hvor kommer du fra?” and I said, “Minnesota, naturligvis,” and he laughed and said, “leg er en Texan.” Born and bred in Dallas, but he had a good accent. We continued, in Danish, talking about what we loved about Denmark—the white stone churches, the golden barley fields, the shadowy beech forests, the good humor of daily life, the calmness of the people, their social grace, their eternal, untiring tolerance.

It is—let’s be frank here—almost everyone’s idea of the World’s Most Nearly Perfect Nation: a clean, peaceful, well-regulated society populated by prosperous (but not greedy or rapacious), tolerant (but principled), law-abiding (but humorous), computer-literate, bi- or trilingual people who all vote in elections and are as witty as Victor Borge and have no hang-ups about sex and reside in sunny, energy-efficient homes, the decor running toward light woods and primary colors, who can discuss (in excellent English) the infrastructure needs of developing countries or the Danishness of Woody Allen while serving perfectly poached salmon off handsome earthenware, copies of which are on display at the Museum of Modern Art in New York City. Despite Denmark’s manifest virtues, Danes never talk about how proud they are to be Danes. This would sound weird in Danish and violate their pride of modesty. When Danes talk to foreigners about Denmark, they always begin by commenting on its tininess, its unimportance, the difficulty of its language, the general small-mindedness and narcissism and self-indulgence of their countrymen, the high taxes—52 percent is the average income tax rate, and there’s a 25 percent sales tax. No Dane would look you in the eye and say, “Denmark is a great country.” You are supposed to figure this out for yourself.

It is the land of the silk safety net, where almost half the national budget goes toward smoothing out life’s inequalities, and there is plenty of money for schools, day care, retraining programs, job seminars—Danes love seminars: Three days at a study center hearing about waste management is almost as good as a ski trip. It is a culture bombarded by English, in advertising, pop music, movies, the Internet, all the chic media, and despite all the English that Danish absorbs—there is no Danish Academy to defend against it—old dialects persist in Jutland that can barely be understood by Copenhageners. It is the land where, as the saying goes, “Few have too much and fewer have too little,” and an American is struck by the sweet egalitarianism that prevails, where the lowliest clerk gives you a level gaze, where Sir and Madame have disappeared from common usage, even Mr. and Mrs., and children address teachers by their first names. It’s a nation of recyclers—about 55 percent of Danish garbage gets made into something new—and no nuclear power plants: The Danes prefer windmills. It’s a nation of tireless planners. Trains run on time. Things operate well in general. Only 2 percent of the national budget goes to police and prisons and courts, and 3 percent to defense. It is a famously peace-loving country, whose troops, part of the UN peacekeeping force in Bosnia, engaged Serbian militia in a firefight in April 1994, the first official Danish act of war since 1864.

Such a nation of overachievers—a brochure from the Ministry of Business and Industry says, “Denmark is one of the world’s cleanest and most organized countries, with virtually no pollution, crime, or poverty. Denmark is the most corruption-free society in the Northern Hemisphere.” So, of course, my heart lifts at any sighting of Danish sleaze: skinhead graffiti on buildings (“Foreigners Out of Denmark!”), busted beer bottles in the gutters, drunken teenagers slumped in the park.

Last summer in Odense, two blocks from the Hans Christian Andersen birthplace museum, my car was broken into and a billfold stolen; around the corner from the crime scene was a wooded area littered with garbage, where gaunt figures sat shooting up heroin. I enjoyed telling Danish friends about this for days afterward. When they expressed chagrin, I said, “Hey. No problem. We have crime in America too.”

Nonetheless, it is an orderly land. You drive through a Danish town, it comes to an end in a stone wall, and on the other side is a field of barley, a nice clean line: town here, country there. The stores close at six, even earlier on Saturday, and on Sunday you window-shop; an American has to learn that sometimes you just plain can’t have it. It is not a nation of jaywalkers. People stand on the curb and wait for the red light to change, even if it’s 2 a.m, and there’s not a car in sight. The red light is part of the system: You cross against it, and you are showing disdain for your countrymen. (I feel sheepish waiting for the red light, so I cross, and several times I discovered that Danish drivers don’t slow down for jaywalkers. They don’t see you in the crosswalk because you’re not supposed to be there.) Danes don’t think of themselves as a waiting-at-2-a.m.-for-the-green-light people—that’s how they see Swedes and Germans. Danes see themselves as a jazzy people, improvisers, more free spirited than Swedes, but the truth is (though one should not say it) that Danes are very much like Germans and Swedes. Orderliness is a main selling point.

Denmark has few natural resources, limited manufacturing capability; its future in Europe will be as a broker, banker, and distributor of goods. You send your widgets by container ship to Copenhagen, and these bright, young, English-speaking, utterly honest, highly disciplined people will get your widgets around to Scandinavia, the Baltic States, and Russia. Airports, seaports, highways, and rail lines are ultramodern and well-maintained. There is a presumption of punctuality here. An American train leaves the station if all the members of the Departure Committee can find no reason for it to wait; the Danish train leaves the station unless someone throws himself across the track and he happens to be someone they like.

Daily life turns on predictability. If the timetable says that the train leaves Klampenborg at 7:06 and arrives at Østerport Station at 7:27, those times are reliable, and if you invite Jens and Camilla for dinner at 7:30, that’s exactly when they’ll knock on your door, not two minutes later. And when you open the door, they will expect that you too have managed your time and are not racing around snatching up dirty socks, that dinner is under control, the candles lit, the wine chilling, the hosts prepared to be congenial.

To Danes this is a sensible way of life, and to an American it seems marvelous at first, and then it strikes you as stifling. Weird, even. You meet Danes who have their lives planned in quite some detail for years in advance and derive comfort from this. You see how stability is cherished. You meet an old married couple, both teachers, who keep their finances separate, and the wife says, “I would love to visit America next summer. Ole is going, but I can’t afford it.” To an American, this is perverse. They love each other. Why can’t Ole just pay her way? Because that is not how those two do things, that’s why.

A few years ago, walking along Store Kongensgade in Copenhagen before Christmas, I passed a building gutted for renovation and looked in the cellar window, and there, on a dirt floor, surrounded by piles of lumber, were three long tables covered with white cloths and set for a meal, a Christmas centerpiece on each table, with candles and little Danish flags, and at each place setting, silverware, a glass for aquavit, a glass for beer, a china plate, a napkin. The construction workers were about to enjoy their traditional Christmas lunch, with proper china and silver, with the herring and aquavit, the requisite toasts and speeches, and by the time the apple fritters were served, they’d be in a mood to sing Christmas songs, and you knew exactly which ones they’d sing.

I told a Danish friend, “If American workers held a Christmas party, they would go to a restaurant.” And she said, “Why should they be ashamed of where they work?”

The orderliness of the society doesn’t mean that Danish lives are less messy or lonely or angst-ridden than yours or mine, and no Dane would tell you so. You can hear plenty about bitter family feuds and the sorrows of alcoholism and about aimless, overindulged young people working the system to make a cushy life for themselves and perfectly sensible people who went off one day and killed themselves. An orderly society can’t exempt its members from the hazards of life.

But there is a sense of entitlement and security that Danes grow up with and Americans don’t. Certain things are yours by virtue of citizenship, and everyone knows what they are, they’re the same for everyone, and you shouldn’t feel bad for taking what you’re entitled to, you’re as good as anyone else. A woman in Florsholm, who had lived in California as a child, told me: “I miss people I knew in America, how open and friendly they were, but it’s better to have a safety net under you. You might not have a chance to do big things, but nothing so bad will happen to you.” The rules of the welfare system are clear to everyone, the benefits you get if you lose your job, the steps you take to get a new one; and the orderliness of the system makes it possible for the country to weather high unemployment and social unrest without a sense of crisis.

There is social unrest in the World’s Cleanest and Most Organized Country—which is, to an American, certainly interesting, considering how Danes once lectured us about racial intolerance, but never mind that. Now you hear them discuss the country’s troubles with its Yugoslavian and Turkish guest workers, who came 30 years ago when the country needed cheap labor, and today the guest workers’ children, Danish-born, Danish-speaking, Muslim, are discriminated against because they have the wrong last names. Protest demonstrations flare up in the Muslim ghettos of Ishøj, and right-wing politicians have seized on the issue. But I never heard the problem described as intractable: Everybody seemed to think it would get worked out eventually.

Denmark is the stable society it is because it is productive and prosperous, and because Danes get a similar start in life, whether you grow up in the mansions of Hellerup or the tenements of Norrebro. At birth you become a member of the Lutheran Church. (You can petition to get out, but it’s no simple matter.) You go to similar day care centers, toddle off to the same kindergartens, then to a folkeskole for grades one to nine, where, in the fourth grade, you begin the serious study of English (in seventh, German or French). There isn’t Public School 10 for the poor and St. Cuthbert’s-on-the-Hill for the mill owner’s children; everybody goes down the same road. In the spring of ninth grade you reach the great divide and find out if you go to gymnasium or a technical school or a business school for late bloomers. Gymnasium is for the serious student, no troublemakers, no slackers, no goofballs. About 40 percent wind up there. At the same time the state starts paying you a stipend of up to 1,800 kroner a month ($260), depending on your parents’ income. It’s meant to even up the odds a little more.

After three years of gymnasium you take the test that pretty much decides your career, the studenter exam. Admission to various colleges and professional schools is by bidding, high studenter scores get first dibs. It takes a very high score to get into the humanities, medicine, dentistry, or psychology—a lesser score to major in math or physics or chemistry or theology. On the other hand, to become a midwife (in Danish, “earth mother”) takes a very high score, it being a popular career. So the woman in blue scrubs who tells your wife to take a deep breath and push hard may be a good deal brighter than the guy in the pulpit who explains the parable of the vineyard.

My last day in Denmark I took the Inter-City Express from Copenhagen to the island of Fyn for Midsummer Eve at the house of old friends, a teacher and his wife, a writer. The train no longer switches onto a ferry for the trip across the Great Belt; it slips into a tunnel and races under the sea and up to an island and over a bridge, the longest rail-auto bridge in Europe, 6.6 kilometers long, one of a series of bridge and tunnel links that will knit Denmark together and tie the country to Sweden. My friends, Britt and Torben, met me at the station, and we drove south to their house. I said I missed the train-ferry, and they said they had mixed feelings about it. “But then we Danes love to hold two opposing views at the same time,” said Britt. “That’s probably why there was no referendum on the bridges, because the people might have voted against them, out of sentiment, even though everyone knows they’re necessary. We can’t think of ourselves as an island anymore. But we still do.”

The car wheeled south, through the rolling paradise of Fyn, and we talked about the Danish love of paradox—the tendency to strive to get ahead and to deny that you are doing any such thing. To belong to the Lutheran Church and yet never attend except at Christmas. (“Actually,” said Britt, “attendance is up a little. You see 14-year-olds coming in to be baptized, sometimes over their parents’ objections. Anyway, there are more coming in than going out.”) The paradox of a highly secular society—no Dane running for office need make any public show of religious faith whatsoever, in fact it would be taken as bad taste—and yet Danes take Easter as a holiday and Maundy Thursday and Good Friday and Easter Monday, plus three days for Christmas, and Whit Monday, and something called Great Prayer Day in April. “Well, that’s just us,” said Britt.

Danes have belonged to the European Union since 1973 and still, down deep, feel opposed to it, she said. “We are terribly offended by our bureaucrats who go to Brussels to work for the EU and earn more than their counterparts here, fly first-class, live in luxury apartments—at least, we think they’re luxurious. We’re funny that way. If 90 Danes were living the high life in Brussels, or if we thought they were, we might very well vote Denmark out of it.”

Britt and Torben’s house is an 18th-century stone house on the outside, modern on the inside, old casement windows with thermal panes, an antique ship captain’s table with a computer on it, by which Torben exchanges e-mail with me. Shelves full of books, dozens of American novels, Cheever, Updike, Hemingway, Paul Auster. The house looks down a long slope of meadow toward the sea, the island of Langeland in the distance, and the island of Ærø, the name of which I am one of the few living Americans to pronounce almost correctly, they told me. I was so proud, I tried to work Ærø into the conversation all evening. Even if I barely understood what the conversation was about, I said, “Would this also be true on Ærø?”

There were 30 guests milling around in the backyard when I arrived, and a few minutes later we took our seats at two long tables in the backyard. Torben raised his glass and welcomed everyone and said, “Skål. Velkommen.” And we sat down to shrimp salad and poached salmon and lamb and red wine and very good bread.

The dinner included long toasts, to the queen and to America and to one another, and there were songs about the beauty of the Danish landscape and Hans Christian Andersen’s hymn that begins, “In Denmark was I born, there I have a home; there is my root, from there my world begins. O you Danish tongue, you are my mother’s voice, how sweetly you bless my heart.” Every time I looked around, I saw people smiling.

The sky was still aglow at eleven, when we hiked down to the shore where Torben had laid a ten-foot-high tepee of lumber and kindling for the bonfire. His sons trooped down from the house, bearing a life-size straw witch on a pole. She was decked out in a dress and hat and shoes and stockings and riding a broom. “Those are my and your mother’s clothes!” cried Torben in mock dismay. They propped up the pole in the lumber and put a match to the wood, and we sang hymns to Denmark and summer as the blaze licked at the witch’s skirt and she went up in flames.

You could see, up and down the shore, bonfires for miles. Everyone in Denmark seemed to be outdoors, busy banishing evil spirits from the land. When the fire burned down, the boys and men took turns leaping over the embers. We went up to the house for coffee and cake, and I climbed the stairs to bed about the time the sky was turning light again. It was a wonderful party, one of the best. It is hard not to love a country that brings up its people to do this.