Copenhagen's characteristic city trains (red S-trains) will take you to and from and around Copenhagen and most of North Sealand from approximately 05:00 - 00:30 during the daytime. On Friday and Saturday, the trains run once an hour between 01:00 and 05:00.
The Copenhagen Metro
The Copenhagen Metro also runs between the airport and the city centre - useful for both tourists and locals. It takes just 15 minutes to get from the airport to Kongens Nytorv in the heart of Copenhagen. The metro is in service all day and all night, every day of the week.
There are 2-4 minutes between each train during rush hour and 3-6 minutes outside rush hour and during the weekends. Friday and Saturday night (after 01:00) trains arrive with a 7-15 minutes interval and a 20 minutes interval after midnight on weekdays (Sunday through Thursday).