There is no explicit legislation in Denmark concerning naturism / bathing in the nude. There are only a few limitations on where you may freely practise naturism - e.g. it is generally permitted to bathe naked on the beaches.
The public order is regulated in a decree from the Police. The normal rules and legislation concerning behaviour also applies to clothes-optional beaches. The only difference is that you may choose not to wear a swimsuit. In all other respects the legislation is the same. According to the Politimesterforeningen it is indeed permitted to bathe nude on the Danish beaches. This interpretation is in line with a decision from 1976 made by the Ministry of Justice that bathing and sunning on beaches and without clothes is not by itself indecent behaviour.