What documents do you need for a wedding in Denmark?

It depends on your individual situation, but you do not need many. You no longer need a Marital Status document nor your birth certificate
You will need - Passports or EU ID. Residency permit if you are living in a country that is not your home country. VISA for entry into Denmark. Decree or Death certificate if you are previously married.

It is advised that you contact us for a free no obligation documents list on interest@marryabroadsimply.com, as dependant on your situation you may need to write a relationship document (which we guide and support you through writing). 
We help you with the application form (and do it all for you if you take the Everything service!).