The history of Welzheim reaches back to the time of the Roman Empire. Around the year 160 AD the Romans founded a colony and two forts there; linguists reconstructed their Latin name as (Castra) Valentia on the base of the town's medieval name Wallenzin first mentioned in 1181. In 1980, for the 800th anniversary of the founding of the city, the eastern part (Ostkastell) of the ruins was reconstructed, and in 1993 an archeological park was founded on the site. It contains replicas of Roman stone monuments and explanatory plaques about Roman Welzheim. The western part of the fort was built over through the years.
Rosenborg Palace was built in the period 1606-34 as Christian IV’s summerhouse just outside the ramparts of Copenhagen. Christian IV was very fond of the palace and often stayed at the castle when he resided in Copenhagen, and it was here that he died in 1648. After his death, the palace passed to his son King Frederik III, who together with his queen, Sophie Amalie, carried out several types of modernisation.
The last king who used the place as a residence was Frederik IV, and around 1720, Rosenborg was abandoned in favor of Frederiksborg Palace.Through the 1700s, considerable art treasures were collected at Rosenborg Castle, among other things items from the estates of deceased royalty and from Christiansborg after the fire there in 1794.
Soon the idea of a museum arose, and that was realised in 1833, which is The Royal Danish Collection’s official year of establishment.