May 3rd DEMA (Danish Emergency Management Agency) will go through the annual sounding the sirens all over Denmark. This will take place at noon and sounds like an air raid siren. There is no need to worry or do anything. On this date the first year we lived here I was walking home after a morning at Danish language school and I was a bit panicked. Looking around no one else was so in a rather sheeplike manner I didn’t panic either!
If you’d like to read more about it and also what to do if it sounds at any other time, this link will help.