The star-shaped fortress of Kastellet was originally commissioned by Frederik III in 1662. Today, it is one of the most historically evocative sites in the city, its grassy ramparts and moat surrounding some beautiful 18th-century barracks, as well as a chapel occasionally used for concerts. On the ramparts is a historic windmill, and you get some excellent views of the harbour and Marmorkirken's Vatican-like dome.
Just beyond the fortress' southeastern edge is Anders Bundgaard's monumental Gefion Fountain, depicting the Norse goddess Gefion steering some rather stoic oxen.