Legoland's hometown airport isn't exactly a hub anyone dreams of connecting through, which is precisely why getting the routing right matters more than the flight itself. There is no nonstop option here, of course: business class from Albuquerque to Billund requires at least one, usually two, connections, and the smartest routings run through Chicago or Denver to reach a European gateway before the final hop into Denmark. SAS is the natural carrier of choice on the last leg, given its Scandinavian network and frequent Copenhagen-Billund shuttle flights, but the real business class experience happens on the transatlantic segment, where Lufthansa and KLM both field competitive long-haul products. Lufthansa's Frankfurt or Munich connections put you in range of the airline's newer Allegris business suites on select 787 and A350 routings, though older 747-8 and A340 configurations still appear on many US departures, so it's worth checking aircraft type before booking. KLM, routing through Amsterdam, offers a reliably comfortable World Business Class cabin with Delta and Air France codeshare flexibility that often opens up better award availability than booking direct with SAS alone.
Having flown this connection combination more than once, my strongest advice is to build in a longer layover in Amsterdam or Frankfurt rather than a tight one — both hubs have excellent lounges (KLM's Crown Lounges, Lufthansa's First Class Lounge in Frankfurt if you're eligible) that make a three-hour buffer feel like a mini-vacation rather than a stress test, and it also protects you from the tight connection risk that Billund's limited daily flight schedule creates. Summer, especially May through September, brings the best pricing window on this route thanks to competition among the three carriers for Scandinavian leisure traffic, while also aligning nicely with Legoland and Jutland's mild weather.
Given how much these connecting itineraries fluctuate based on which hub and carrier combination is cheapest week to week, setting up fare alerts is genuinely the smartest move for anyone eyeing this route — the pricing swings between SAS, Lufthansa, and KLM routings are significant enough that manual searching will cost you both time and money.
