Beat Bop Records
Beat Bop Records is a fairly small record shop owned by Michael Denner (from Mercyful Fate and King Diamond). They have a lot of vinyls, and a lot of rarities and cool stuff! In addition to a big rock section, they also keep blues and a lot of jazz (I'm not sure if they have other genres). Mostly used.
Beat Bop Records can be found in Peder Hvitfeldts Stræde 14.
Here you can find a lot of vinyls, CDs, music DVDs, posters and band merchandise, used and new. All of it is rock and metal.
Sex Beat Records can be found in Studiestræde 18.
Black No. 1
A shop for the more alternative people out there. Personally I didn't like it too much, but that's because most of their stuff simply isn't my style (a lot of gothic, steampunk etc clothing). They had some cool bootstraps and belts though!
Black No. 1 can be found in Studiestræde 3.
A vintage shop that also sells some new stuff. The clothing they sell is in very good condition despite being used (and a lot of it being 30-40 years old).
Wasteland can be found in Studiestræde 19, right across the street from Sex Beat Records.
Episode (or heaven, as we like to call it) is a vintage shop that has basically everything you need if you're looking for cool 80s clothes. I bought a neat denim jacket and high-waist denim shorts (500 DKK), and Benjamin bought an awesome leather jacket - for only 400 DKK! We want to go back to Copenhagen just to check it out again.
Episode can be found in Larsbjørnsstræde 8.
Of course everyone knows what Hard Rock Café is, but I feel we kind of have to include it.
Hard Rock Café can be found in Vesterbrogade 3.