From the church in the parish where the birth/marriage was registered.
Call the relevant municipality (kommune) and ask for the church office. Addresses and telephone numbers can be found on www.borger.dk (Danish only).
Alternatively, you can look up contact details for the relevant parish on www.sogn.dk (Danish only). The person responsible for supplying copies of Birth/Marriage Certificates is the Parish Registrar (kirkebogsfører).
From the local government office (statsamt) or the court (domstol) where the decree was issued.
Find addresses and telephone numbers on www.statsforvaltning.dk (Danish only) or http://www.domstol.dk/om/otherlanguages/english/Pages/default.aspx