For me in CPH it is hit or miss, mostly it was a miss.
In general I think the baggage handling in CPH is pretty bad - they have a lot of belts but only run 3 or so at the sime time. Last time I arrived from SFO they unloaded 4 wide/bodies which arrived at around the same time on to one belt - had to wait nearly an hour to get my luggage - crammed in between hordes of people.
SK and CPH baggage handlers made me really minimize my baggage - if it is possible I never check baggage anymore and only travel with cabin baggage.
So I only check bags like once or twice a year and can wait. It is annoying but I'm not sure taking it to court would make it any better - btw. I'm not even sure a complaint like this would be admitted for hearing in court in the first place.