Copenhagen's star fortress was built in the early 17th century. It features two gates, a Baroque Commander's House, a prison, a windmill, and a church. Today, many of the buildings are used as military barracks. Its history is interesting, but its grounds are the real reason to visit. Cross the moat to find green lawns, a trail along the ramparts, and great views of the city and the water. It's near the Little Mermaid and, best of all, it's free.