This link and photograph indicates the visit to New York by the royal couple occurred in May 1939.
History shadows this photograph. All hell was breaking loose in Europe, and the Nazis would occupy Denmark April 9, 1940. Wikipedia says Danish leaders in 2003 finally acknowledged that Denmark's cooperation with the Nazis was "morally unjustifiable." However it's good to remember that, to its everlasting credit, Denmark refused to enact anti-Semitic laws or round up their Jewish population despite their occupiers' insistence. History is complicated, no? I could use a box of Thin Mints right now.
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