This scene was filmed in the elevated area above the Ballehage beach. To get there you go along Ørneredevej from Strandvejen through the Marselisborg Woods until you reach the bus stop at Ballehage. There is a plateau above the beach with the toilet facilities in and around which the scenes were shot.
Be sure to explore the area and take the steps down to the lovely bathing beach.
South of Aarhus there is a forest belt of some 7 kilometres stretching along the coast. The part of this belt which is closest to the city is the Marselisborg Woods. The landscape is, for Denmark, quite rugged with deep ravines, and along the sloping coastline the clay soil has in many places fallen over the edge so that the trees are leaning out over the sea. The location of the woods down to the Bay of Aarhus makes for some magnificent views over the bay.