Excavation has found two castles at Gurre, one inside the other. The older is a central tower on a natural rise with an outwork to the north, plausibly of around 1300. The younger is the one attributed to Valdemar IV Atterdag, probably built in the 1360s: the keep rebuilt, an inner crenellated ring wall thrown around it with a tower at each corner, and a much larger outer wall enclosing roughly 230 by 180 metres of marshy ground. The keep had no door at ground level — you got in from an upper storey, or you did not get in. Inside the outer circuit archaeologists have traced brick buildings raised on artificial mounds above the wet, a smithy set to the northeast where a fire could not spread to anything valuable, a lime kiln fed with stone from Klintebjerg, and a brickworks. This was a working estate as much as a fortress. The chapel of St James, which received a gift of relics in 1364, survives only as its stone footing.

Valdemar IV Atterdag was born around 1320 at Tikøb, the village two kilometres down the road, and he died at Gurre on 24 October 1375. Both ends of his life happened within sight of this lake. That much is documented, and it is the hinge on which everything else turns. Valdemar spent his reign clawing back a kingdom that had been pawned to German creditors piece by piece, paying the debts down with taxes and with hard sales — Danish Estonia went to the Teutonic Knights for 19,000 marks — until by 1347 the foreign overlords were gone. The nickname is read two ways: traditionally as 'day again', for a country restored, and alternatively as a borrowing from Middle Low German meaning something closer to 'what times we live in'. Kings die in a great many castles without any of it sticking. This one stuck.

The story that made Gurre famous is not in the archaeology and cannot be. In it, Valdemar loves a woman called Tove and keeps her at Gurre; his queen, Helvig of Schleswig, has her killed out of jealousy; the king curses God in his grief and is condemned to ride out from Gurre every night with his dead men, across the lake, forever. Danish folk balladry is thick with Valdemar and Tove and the songs are genuinely old — but they belong to an earlier Valdemar. The material was attached to Atterdag later, drifting between kings and even between places, with a separate Lille Gurre near Køng adding to the muddle. None of that makes the story less good. It only means the ruin and the legend are two different objects that happen to share an address.

In the late 1860s the Danish poet and novelist Jens Peter Jacobsen turned the Gurre material into a cycle of poems, Gurresange, which was published only after his death in 1885. Robert Franz Arnold's German translation reached a young Arnold Schoenberg, who began setting it in 1900 and did not finish the orchestration until November 1911. Gurre-Lieder is enormous: five vocal soloists, a narrator, four choruses, an orchestra swollen far past conventional size. Franz Schreker conducted the premiere at the Vienna Musikverein on 23 February 1913, by which point Schoenberg had already moved on — it stands, with Verklärte Nacht, as his major tonal work, the last great gesture of his late-Romantic manner. The chain runs from a king dying in a real building, through singers who misremembered him productively, through a Danish poet dead at thirty-eight, to the outer edge of tonality in Vienna. The building is the least of it, and the only part you can stand in.

Denmark has been excavating Gurre for two centuries. A first clearing came in 1817. The serious campaign was in 1835, when ten thousand cartloads of debris were hauled off and the walls were surveyed and mapped for the first time. Investigations continued in the 1890s; in 1921 a stone building was uncovered south of the Gurre road; between 1936 and 1939 the ruin was consolidated and restored to the state it is in now, with the keep's well emptied and trenches driven out in every direction to find the outer wall. A tile kiln turned up northwest of the castle in 1972, and in 2000 the trenching for a district heating line produced another round of discoveries, including stretches of paving. The site is a protected ancient monument. It is free, it is open, and on a grey afternoon with the lake flat behind the trees, the ghost story does not feel unreasonable.