Originally Posted by caedwa There should be no problem with luggage going all the way through. When you arrive in Copenhagen your bags may come out on a separate carousel, or be marked in some way in case Custom wants to have a look at them. But that's because you've come from outside the EU.Thi...

If you you have booked Sydney to Copenhagen in one ticket, your bags go to Copenhagen, you are in transit in Heathrow and will clear immigration and customs upon arrival in Copenhagen...