Parking and not getting it stolen

Use a rack where there is one. Where there is not, leave the bike somewhere it blocks nothing - not across a doorway, not on a wheelchair ramp, not in the middle of the pavement, and never in the cycle track. Bikes left somewhere genuinely obstructive are removed by the city, and retrieving one from the impound is a wasted afternoon and a fee.

Almost every Danish bike has a wheel lock built into the rear frame: a small key turns a steel bar through the spokes. It stops the wheel turning, which stops somebody riding away on it. What it does not do is attach the bike to anything - two people can pick up a wheel-locked bike and put it in a van. For anything longer than a quick errand, add a chain or a heavy cable through the frame and around something fixed.

Bike theft is common in Copenhagen, and it is worth being realistic about it rather than unlucky. Lock the frame, not just a wheel. Prefer a busy, overlooked spot to a quiet corner. If the bike is yours, photograph the frame number before you need it.

If a rented bike is stolen, contact the rental provider first, before anything else. They deal with this regularly, they know what they need from you, and most of them handle the police report themselves. Doing it in the wrong order can cost you the deposit.