I'm going to Denmark for a couple of months, and I was wondering if the games I bring from where I live, Canada, will play on a 360 purchased and operating in Denmark. I know account recovery might be a small challenge, but the games should run right?

Region locks are up to the developer and publisher on the 360. So basically it's on a game by game basis.

I realise this list is really hard to navigate, but it does show which specific games are region locked.

http://www.play-asia.com/paOS-00-3-xbox360_compatibility_guide-49-en-84-1.html#list