Vor Frue Kirke (Our Lady Church) Is associated with the University of Copenhagen. It's had an long and interesting history, beginning in the late 12th century .

Vor Frue Kirke (Our Lady Church) Is associated with the University of Copenhagen. It's had an long and interesting history, beginning in the late 12th century but the current building was completed in 1829, following a destructive fire, caused by the bombardment of Copenhagen by the British navy in 1807.
Here's bit from Wiki: The Protestant Reformation was hard on St Mary's. Citizens of Copenhagen had elected to follow Luther, but Catholic officials at St Mary's tried to maintain the church as a centre of Catholic resistance to change in Copenhagen. By royal decree both Catholic priests and Lutheran preachers were commanded to use the church jointly, which incensed the majority of Copenhagen's population. On 27 December 1530 hundreds of citizens stormed St Mary's, destroying every statue and dismantling the choir stalls. The 17 richly gilt altars were stripped of jewels and gold and smashed, as were reliquaries, vestments and altar equipment. Even the name "St Mary's" became "Vor Frue Kirke" (Our Lady's Church), keeping the historic reference to Mary without the use of the un-Lutheran "Saint" appellation. Just a year later Our Lady Church celebrated the acceptance of the Lutheran Order presided over by Johan Bugenhagen, an associate of Martin Luther. 1539 saw the installation of the first Lutheran superintendents, later bishops, of Denmark. In 1568 the dean of Our Lady Church was charged with defining accepted practice for Lutheran church services in Denmark under the direction of the Bishop of Zealand. Ever since, the dean (and later bishop) of Our Lady Church has carried out that role in the Danish National Church.