The King on his horse, followed by Danish citizens on bicycles

The legend says that when the Germans ordered Jews in occupied Denmark to identify themselves by wearing armbands with yellow stars, King Christian X of Denmark and non-Jewish Danes thwarted the order by donning the armbands themselves. 

A popular version of the legend has King Christian sporting an armband as he makes his daily morning horseback ride through the streets of Copenhagen, explaining to citizens that he wears the Star of David as a demonstration of the principal that all Danes are equal. And non-Jewish Danes respond to their king's example by wearing the armband as well, thus preventing the Germans from identifying Jewish citizens and rendering the order ineffective.

Although the Danes did undertake heroic efforts to shelter their Jews and help them escape from the Nazis, there is no real-life example of the actions described by this legend. Danish citizens never wore the yellow badge, nor did King Christian ever threaten to don it himself. In fact, Danish Jews never wore the yellow badge either, nor did German officials ever issue an order requiring Danish Jews to display it.

But the Danes engaged in symbolic gestures of defiance against their occupiers, such as wearing four coins tied together with red and white ribbons in their buttonholes. Red and white are the Danish colors, and four coins totalling nine ore represented the date of the occupation, April 9.

In the book Queen in Denmark by Anne Wolden-Ræthinge the Danish Queen Margrethe II says about the legend:"It is a beautiful and symbolic story, but it is not true. The myth about the King wearing the star of David ... I can imagine that this could have originated from a typical remark by a Copenhagen errand boy on his bicycle: 'If they try to enforce the yellow star here, the King will be the first to wear it!' To me, the truth is an even greater honor for our country than the myth."

King Christian X became a prominent figure for the real views of the majority of the Danish population. The King made it his practice to ride his horse alone through Copenhagen every morning to underline his continuing claims for national sovereignty, unarmed and without escort. He became a national symbol for rich and poor alike, a positive contrast to German militarism and to the cult of the Fuhrer. In fact King Christian rejected many aspects of the occupation, made speeches against the occupying force and became known as a protector of the Jews. 

In December 1941, after an arson at the synagogue in Copenhagen, he sent a letter of sympathy to Rabbi Marcus Melchior. The welfare of the Danish Jews was of great importance to the king and the Danish government. "There is no Jewish question in Denmark" were the words of Foreign Minister Erik Scavenius to the German top Nazi Hermann Goring in autumn 1941.

Tales of King Christian's snubbing of Hitler and the Nazis (some true and some apocryphal) began to circulate. When Hitler sent a letter of congratulations to King Christian X on the latter's 70th birthday in September 1942, the monarch's brief response ("My best thanks") was taken as an insult by Hitler, who recalled and replaced the German ambassador in Denmark.