This is the entrance to the Ejbybro Bunker at Rødovre. It was opened in 1954 during the Cold War as Defense Center for the HAWK and NIKE missile stations around Copenhagen. 2001 it was closed down.
The site was so secret that even many politicians knew the exact position. Some were members of the Danish Communist Party so it was obviously a good idea to keep it secret. But secret was anyway up to it's closure and only a little has been told.