I had a chance for a quick look around the Military Museum at the old Arsenal in Copenhagen last week. Most of the ground floor is a collection of cannon from medieval through to 20th century (with some real bigguns!) And a few armoured vehicles:
Upstairs a great collection of uniforms weapons and artifacts, including many wonderful ship models.
Apart from ships, not a lot for the period of the GNW , slightly more items for the Scanian Wars; a bit of a forgotten period in Danish history perhaps?
There was this cavalry colour:
And a captured Swedish cavalry buffcoat (from 1670s IIRC)
Thoroughly recommend a couple of hours spent in there if you happen to be in Copenhagen.