Voergaard Castle, a Renaissance-era structure from the 1480's with a moat, isn't particularly impressive (as far as castles go), but it's art collection is noteworthy. You can see paintings from Goya, Rubens, Raphael, El Greco, and others, furniture pieces that belonged to Louis XIV and Louis XVI, and even plateware originally belonging to Napoleon. I also enjoyed learning about Ingeborg Skeel, the one-time queen of Voergaard Castle, who's said to haunt it to this day. Voergaard Castle is worth checking out if you're in the area, for example to visit Vikingemuseet Lindholm Høje, which is about 10 minutes away.