Margaret I of Denmark
While by no means the biggest city in Denmark, it has great historical value. It was founded in 1161 by Bishop Absalon, later the founder of Copenhagen, and is the site of Sorø Academy (Danish "Sorø Akademi") and Sorø Klosterkirke, the church where Absalon is buried, along with other notable Danes, including royalty. Queen Margaret I of Denmark was buried at this church until moved to Roskilde Cathedral in Roskilde.