Frederiksberg Gardens, the Underground Cisterns and Værnedamsvej

Technically an independent municipality completely surrounded by the City of Copenhagen just west of Vesterbro and south of Nørrebro, Frederiksberg is the capital's leafiest, most residential quarter. Served by its own stations on Metro Lines M1, M2 and M3, it combines a grand lime-bordered theatre avenue with two contiguous royal landscape parks and one of Europe's most unusual subterranean exhibition spaces.

Frederiksberg Gardens (Frederiksberg Have) and Søndermarken

Stroll west along Frederiksberg Allé, laid out in 1704 as the king's private carriage road and modelled on a Parisian boulevard with double rows of pollarded linden trees, theatres and neighbourhood restaurants. At the foot of the avenue rises the wrought-iron gate of Frederiksberg Have, a 64-hectare romantic English landscape park wrapped around a hill crowned by pale-yellow Italianate Frederiksberg Palace (built between 1699 and 1735 for King Frederik IV). Winding waterways, stone bridges, weeping willows, a 1799 red-and-gold Chinese Pavilion on a tiny island and an artificial waterfall make it a favourite Sunday walk for locals. On the northern slope of the park, a low wall lets walkers look directly into the grassy elephant paddock of neighbouring Copenhagen Zoo, where Norman Foster's glass-domed Elephant House stands beside the landmark 1905 wooden Zoo Tower.

Descending into Cisternerne (The Cisterns) in Søndermarken

Cross Roskildevej beside the palace into Søndermarken, the wilder sister park to Frederiksberg Have. Beneath the central lawn, marked at ground level by two sleek glass pyramids, lie Cisternerne (The Cisterns). Excavated in the 1850s to store sixteen million litres of clean drinking water for the capital and roofed over in concrete in 1889, this vast 4,320-square-metre subterranean chamber never sees a single ray of daylight, maintains nearly 100 percent humidity and forms natural carbonate stalactites and stalagmites on its brick pillars. Each year from spring to late autumn, a single international artist or architect is commissioned to create a site-specific light, water or sound installation inside the echoing colonnades.

Gammel Kongevej and Værnedamsvej

Finish your walk along Gammel Kongevej (Frederiksberg's main shopping street of Danish fashion boutiques, bakeries and homewares) and short, lively Værnedamsvej, where cheese counters, flower stalls and pavement wine bars bridge the border back into Vesterbro.