The Nordic countries are part of the Schengen agreement, which eliminate border passport control between Schengen countries in Europe.
This means, you no longer need to stop or show your passport when travelling between Denmark and Germany or Denmark and Sweden. You must still have your passport with you, however, when travelling in Schengen countries as a form of identification.
You should apply at the Embassy in your country of residence.
If you want to visit one Schengen country, apply for a visa at the Embassy of that country. If you want to visit several Schengen countries, apply at the Embassy of the country of your main destination. If you intend to visit several Schengen countries but do not have a main destination, apply at the Embassy of the Schengen country of your first port of entry.
The Schengen countries including the following countries as part of the Schengen Agreement:
Denmark, Sweden, Norway, Finland, Iceland, Germany, Austria, Belgium, Holland, Luxembourg, France, Spain, Portugal, Italy, Greece, Estonia, Latvia, Lithuania, Malta, Poland, Slovenia, Slovakia and the Czech Republic.
There is passport control when entering Nordic countries outside the Schengen area, and some nationalities need a visa to enter the Nordic countries. You can check visa requirements for your country at each of the Nordic countries' embassies in your country.
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