The Killing has caused quite a stir over here, and the Faroese can't turn out enough Lund-style woolly jumpers to satisfy demand. It's been shown on Saturday nights on BBC4 - two one-hour episodes every week. It can be a bit confusing, with new suspects turning up in every episode and then disappearing again (often because they've died), plus lots of political manoeuvering over the City Hall election, but it's certainly been addictive (and very dark most of the time). Incidentally, I fingered the killer at quite an early stage, something I'm generally not very good at.
Danish seems a much stranger language than Swedish. I've now seen three different Inspector Wallanders in television series (of whom Kenneth Branagh was by far the least satisfactory) and got used to the sound of Swedish, which seems to use a lot of borrowings from English. Danish had hardly any and sounded odder.