Denmark - Sweden border, satellite image. North is at top. Denmark is a low-lying country in Scandinavia. It is composed of a large peninsula and several islands. The long peninsula is Jutland. This is joined to Europe by a border with Germany in the south. The two main islands are Funen (west) and Zealand (east). Denmark's capital city, Copenhagen, is located on the east coast of Zealand. The large area of land in the northeast is Sweden. East of Zealand is the Baltic Sea. West of Jutland is the North Sea.