At times CPH immigration can be a mess.... some other time it is a breeze, hard to predict. Anyhow, after they installed the automatic passport readers, it seems the messy times become the usual.

If you see the enormous ball-queue at the CPH immigration and run short on time, just flank around the crowd and explain it nicely to the first few people in the line that you need to catch a connecting flight and are short on time. Even though Scandinavians hate people cutting the line, they are to Scandinavian to call it out and send you away - most of the time they just swallow it with a sick smile or even are happy to help a fellow passenger in distress.

Works for me always at CPH and ARN. (ARN is probably worse than CPH) Anyhow, I only use this if I'm really short on time and if I'm not and somebody does the same I let them in hopeing they are not just a**holes trying to skip the line.