One from Copenhagen say (6)
I believe the answer is:
danish
'one from copenhagen say' is the definition.
(I've seen this in another clue)
This is the entire clue.
(Other definitions for danish that I've seen before include "Southern Scandinavian pastry" , "European language" , "Language of Denmark" , "Flat cake - and party's his! (anag)" , "Like Hans Andersen" .)