Lets start off with something almost everyone who have been to Copenhagen will have seen. This is the town hall drawn in the first half of the 1890s by Martin Nyrop. He won the architecture competition for a replacement to the old empire-ish style town that had gotten too small.
The guilded guy over the entrance is Bishop Absalon, who is by most historians considered the founder of Copenhagen (even though there was a viking age and iron age town and settlement many centuries before). He is a sort og patron saint of the city.
Here is another statue raised in his honor on Højbro Plads from 1902, ten minutes walking time if you follow the Strøget walking street from town hall square.
You might wonder about the battle axe and the rearing horse, with this being a man of the church. When Absalon build his castle in the 1160s and converted Copenhagen from a mere village and trading port to a real town to be reckoned with, it was not uncommon for bishops to participate in war. Indeed there are more than a few tales of how he was as great in battle, as with religion and politics.
