Kronborg and Copenhagen
The geography first
This is the correction worth making before anything else, because it is the thing that ruins itineraries. Kronborg sits at Helsingør on the coast, not in the capital. An evening ghost walk in Copenhagen cannot include it, and the walks listed on this site do not pretend otherwise. Plan it as a separate day out if you want it.
What this site can tell you about it
One thing, documented as folklore: Holger Danske is said to sleep in Kronborg's casemates and to wake when Denmark is threatened. The figure first appears around 1060 in La Chanson de Roland, and H.C. Andersen attached him to this castle in a fairy tale published in 1846. A Danish resistance group in the Second World War took the name. That is on the Holger Danske page.
Beyond that, the castle and the play are outside what this site documents, and inventing a ghost for them would be exactly the thing the rest of these pages refuse to do.
What you can do in Copenhagen instead
Exactly one guided ghost walk runs in English here, an hour and a half from Nytorv to Kongens Nytorv with a guide in a black cloak carrying a lantern, and it is storytelling rather than effects. Two self-guided murder mysteries run in English or Danish whenever you like. Two further guided walks run in Danish only. The honest picture is on tours in English, and the decision table is on which walk to choose.
Frequently asked questions
Is Kronborg in Copenhagen?
No. Kronborg is in Helsingør, on the coast north of the capital, and it is a day trip rather than an evening out.
Do any Copenhagen ghost tours go to Kronborg?
None of the six walks bookable through this site goes there. See every walk.
What legend belongs to Kronborg?
Holger Danske is said to sleep in the casemates until Denmark is threatened. See the Holger Danske page.