Can I buy an iPad in the US (Cellular/wifi) and use it in Denmark (Europe)?

Buy it directly from Apple store to be absolutely sure they're not locked to a single cellular provider. I've bought 4 iPad devices and used them in a different country with no problems. By the way, if iPad devices are cheaper in the US, remember you'll have to pay sales tax in most states. Sales tax where I live is 9%. Unlike European countries where tourists can get their tax refunded upon leaving, in US, everyone including tourists pay sales tax and it isn't refundable.

Yes, if it is first unlocked from any US cellular provider. Note that any warranty you have in the US is not honored in your country or elsewhere in the EU. If you ever need warranty service you will need to send it back to US Apple or the US vendor from where it was purchased.

Are you sure about this? I made the experience that the Apple guaranty is world-wide and you can walk in any of the Apple stores if you have any issues as long as your device is covered by guaranty.

@Sigurd Holm Richter Make sure that the iPad is not sim-locked.

Only for computers. No such protection for iPhones, etc. Their warranties are only good in the country from which they were purchased. Read the warranty:

MPORTANT RESTRICTION FOR iPHONE, iPAD AND APPLE TV SERVICE.

Apple may restrict warranty service for iPhone, iPad and Apple TV to the country where Apple or its Authorized Distributors originally sold the device.

NO most are covered in your country when you bring them back,

i brought a Apple TV in los Angeles and brought it back in the uk and had the year warranty and after the year was allowed to buy Apple care for it in the uk even tho it was brought in USA ,

if you buy from a Apple Store just ask they will know