The Church of Our Lady, Vor Frue Kirke, was rebuilt in 1817-32 after the destruction of the previous church by the British bombardment of Copenhagen in 1807.  It was designed by C.F. Hansen and adorned internally by the sculptor Bertel Thorvaldsen. C.F. Hansen was the leading architect in Denmark at the time, working in the prevailing Neo-classical style. He designed Christiansborg Palace Chapel and the cathedral at about the same time, the former using the Ionic and Corinthian orders and the latter with the Doric order. 
Externally it is the entrance portico that is the primary Doric element. Fluted columns without bases, simple, flat capitals, a frieze with triglyphs, and at the top a pediment. The bronze sculpture in the pediment dates from 1928 but was from a design by Thorvaldsen in the previous century ("John the Baptist preaching in the desert").
The church tower was added reluctantly by C.F. Hansen since towers were not a feature in Classical times. It is in three sections with a narrow gallery below the top section. To the east the church is rounded off with a semicircular apse. The facades are finished in a reddish-coloured rendering. 

There are two large statues right and left of the portico: Moses by H. V. Bissen  and David by J. A. Jerichau,

One enters the church through a vestibule with an arcade towards the nave. The walls of the nave consist of arcades, with Doric colonnades above through which the light enters the building. Statues of the twelve apostles by Thorvaldsen line the walls. The roof is a Roman-style coffered barrel vault. The eye is drawn towards the altar piece in the eastern  apse where Thorvaldsen's figure of Christ is strongly outlined by a golden light within a marbled Corinthian porch. Above this is a round frieze with Thorvaldsen's relief of "Christ's Walk to Calvary".

The baptismal font in front of the altar is also by Thorvaldsen, but in this case it was not part of the commission but a personal gift made by him to the church. Made of Italian marble it depicts a kneeling angel holding a shell forming the bowl of the font.

In the last picture we look back towards the west end where the organ may be seen above the vestibule.

More about the cathedral (Cathedral website)

More about C.F. Hansen  (Danish Golden Age website)

More about Thorvaldsen (Thorvaldsen Museum)

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