Danish TV has always been grim and dark, that's for sure. I do not recall any quality TV in Denmark that wasn't absolutely depressing or depraved. If you want the real Danish stuff though, we have to go back to classics like Flickering Lights, Green Butchers, Pusher, In China They Eat Dogs and also the slightly more modern stuff such as Men and Chicken or Riders of Justice. I think that's when our TV stuff peaked, action-drama's infused with surreal dark comedy.
There's a lot of older slightly lower budget stuff that's interesting as well, but often too symbolic for my liking.