What is the most famous painter in Copenhagen?

If you are looking for somebody who lived and worked in Copenhagen, then the answer got to be Vilhelm Hammershøj (1864 - 1916), whoes interiors are quite famous.

http://en.wikipedia.org/wiki/Vilhelm_Hammersh%C3%B8i

If we are talking about just anybody painting in Copenhagen in shorter periods, then then french painter Paul Gauguin should be mentioned. Because he was married to a Dane he produced a number of paintings from Copenhagen i the 1880's e.g. from the Citadel.