There are no states in Denmark like the US. The capital city, if that is what you are asking, in Denmark, is Copenhagen, or København in Danish.
The distance is 8,779km.
No one 'makes' copenhagen. It's a city. Well, if you're referring to the brand of chew, it's made by the US Smokeless Tobacco company.
If they are married in Denmark...than yes
yes
You would need to get married in Denmark and then file for Permanent Residency here in the US. You can get an application by calling INS.
no
Book a flight and a hotel....... There are no visa requirements for US citizens to enter Denmark so as long as you have a passport, and the funds to pay for a flight and accommodation then you are all set.
Tens of thousands
No. Marrying in a different country doesn't affect citizenship.
If you are both United States citizens it is not illegal, wherever you are married.
If you are from the US, he wants to move there, and later apply for US citizenship: the answer is no. But if you are from a country which prevents its citizens from having another citizenship (e.g. Norway, Denmark, Finland, South Korea, and Japan), then he must renounce both these nationalities to apply for the one from your country.