The Thermae of Constantine (Baths of Constantine), the Roman bathing complex, dates from the 4th century AD. Of the once-extensive series of buildings, which resembled a palace, only the Caldarium (warm bath) and parts of the Hypocaust (underfloor heating) and the Tepidarium (warm air room) remain. The Thermae of Constantine has been listed as World Heritage Sites since 1981.
References: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.