“IF Danes claim to be the happiest people on earth, what makes them angry or disappointed?” I asked Henrik, a smiling Dane, as we walk 90 minutes from near Hans Christian Andersen’s castle to CopenHill—an artificial hill-like structure that houses a waste-to-energy plant. Sweat dripping down his shirt from the sweltering September day, he glances over and mutters, “Good question.”

It took Henrik ten more steps