Strøget, the people-packed pedestrian street that is the commercial spine of the city, is bustling, but wander off on one of the side streets and the pace slows. Antique shops sidle up to cafes; half-timbered houses handsomely display their convex windows of lead-glass squares. And at the 125-year-old confectionery called La Glace—one of 150 bakeries in Copenhagen and 1,400 in Denmark—decorous women in aprons serve coffee in dainty china cups accompanied by light, crisp, and unmistakably Danish pastries.

These are not just any pastries. They are not French, not Hungarian, and certainly not those suspicious pockets of white dough, injected with red stuff, that Americans know as Danish pastry (or simply Danish). These are the real thing. There are hundreds of types of Danish pastry, but all—from the chokoladebolle, topped with chocolate, to the spandauer, filled with vanilla custard or marmalade, or the wienerbrødhorn, infused with marzipan and sprinkled with hazelnuts—are made of crisp layers of paper-thin dough, prepared and baked according to strict rules.

The first time I sampled the genuine article was in 1985. Jesper, my Danish beau-turned-husband, and Jan Erik, his best friend, introduced me to Copenhagen on a late night of debauchery that wound down to an early morning amble. When it became clear that we needed to end our merrymaking on a solid and sober note, Jesper and Jan Erik assured me that pastry was the answer. Since it was before 6:00 a.m., when most bakeries open, we went black-market: Jan Erik found a young man, flour-dusted from lashes to clogs, propped inside a doorway on his way home from an all-night baking session at some neighborhood pastry shop. Shady conversation ensued, and a bag was exchanged for a handful of kroner. The prize was ours. I'll never forget that first sweet taste of custard, the crunch of nuts, and the silky drizzle of icing. I felt as if I'd eaten my first Danish pastry. In fact, I had.

Danish pastry, however, actually originated in Austria. How it got to Denmark is subject to debate. Danish scholars claim that a baker at the Danish court, N. C. Albeck, journeyed to Austria around 1840 to learn the secrets of Viennese baking, already fabled throughout Europe. Upon his return, he used the Austrians' famous yeast-leavened puff-pastry dough to create the sweet, nutty crescent pastries—called wienerbrødhorn, or Viennese bread horns—that are still a Danish favorite today. The generic name for Danish pastries, in fact, remains wienerbrød.

Another version of the tale has it that when Danish bakers went on strike in the late 1880s, demanding salaries rather than just room and board, their employers replaced them temporarily with Austrian bakers. When the Danish bakers returned to work, they kept the recipe for the Austrians' puff-pastry dough but added additional butter and sweeter fillings.

Traveling abroad to gain more experience, Danish bakers spread their adopted pastry style around the world. To this day, pastries inspired by these "suitcase bakers" are known as Kopenhagener Geback (Copenhagen-style pastries) in Germany, Kopenhageners in Austria, and, of course, simply Danish in most of North America and Great Britain. (Like Denmark, however, France still gives these sweets their historic due, identifying them as viennoiserie.)

One of Scandinavia's most prominent pastry chefs and teachers, Gert Sørensen, proprietor of Konditoriet, in Copenhagen's Tivoli Gardens, notes that even at the cheapest bakery in Denmark the wienerbrød is made by hand—more than can be said, in most cases, for the noble French croissant. "That makes it better than the best commercially made pastries anywhere in the world," he says.

To achieve their splendid results, Danish bakers usually begin work at 2:00 a.m., at which time they prepare the basic dough from milk, yeast, sugar, flour, eggs, and butter. This they chill to nearly freezing before rolling it out into rectangles. Often, instead of butter, a layer of rullemargarine (a malleable baker's margarine, not available to the general public) is packed down the middle third of each rectangle. The margarine is easier to work with than butter, and endows the pastries with their distinctive crispness. The right and left flaps are folded over the center, and the dough is re-chilled.

The folding process is repeated three times, eventually forming the requisite 27 layers that are one of the hallmarks of true Danish pastry. Without those signature folds, say purists, the product is not really Danish pastry—even if the recipe has otherwise been religiously followed, down to the proper filling and yeast-leavened dough. For the whole operation to work, bakers insist, the dough and its contents must be as cold as possible, so that the gluten in the flour relaxes and the dough does not rise too early.

Once finished, the dough is filled with remonce, a traditional mixture of equal thirds of butter, sugar, and nuts (or marzipan)—another defining characteristic of true Danish pastry. In addition to remonce, Danish pastries are often filled with raisins, vanilla or chocolate custard, or fruit compotes. When filled, the pastry is molded into various forms. Pretzel shapes, called kringles, are so popular that the pretzel has become the universal symbol for Danish bakeries. Other configurations include braids, squares, triangles, combs, swirls, pinwheels, and, of course, crescents or horns. Whatever the particulars, says Sørensen, "The final product should be crisp on the outside, juicy on the inside."

The education of a Danish baker takes three years and seven months, with at least three-quarters of that time spent apprenticing at a bakery—where one of the apprentice's tasks is to make wienerbrød daily. But there's much more to Danish pastries than pastries of this sort. At La Glace, the windows display delicate cakes for special occasions—for instance, those for baptisms are decorated with marzipan pacifiers, cradles, and dolls. Nearby, on a quiet cobbled courtyard, is the Kransekagehuset, where confectioner Jørgen Jensen makes kransekage, the traditional cakes that are compulsory at Danish weddings. Using marzipan, sugar, and egg whites, he molds the dough into rings of varying sizes. After baking, they are fashioned into cones or cornucopias, squiggled with white icing, and decked with paper ornaments or filled with wrapped candies. I know the kransekage well. In 1993, Jesper and I ordered one for our own wedding. It was laced with Danish and American flags, as well as with tiny paper firecrackers that popped when pulled.

"The kransekage is something special," smiles Jensen. "It's something very Danish." I agree.