Size, scale and density are important characteristics of cities. The numbers, however, are often difficult to interpret. Therefore I made some graphs and maps comparing Greater Copenhagen to the largest megacities. (Here is a pdf of the graphs and maps). Greater Copenhagen is a Danish - Swedish collaboration to develop a border spanning urban area.

It is worth noting that there is no universally accepted way to define and measure cities. Most countries have their own system and census. But 3 definitions are frequent:

City - An administrative area, often with an urban core. New York City has 8,2 million residents in 5 boroughs. (An interesting fact is that the borough of Brooklyn has 2,8 million people and would be the 4th largest US city on it's own.)
Urban - The built-up area around one or more cities, often defined in terms of building density. The New York urban area have about 18,5 million people, which even includes places in other states.
Metro - Often a more economic definition. For instance all places that can commute to the city and those where regular shoppers etc come from. New York metro area has about 19,5 million people.

With 3,9 million people Greater Copenhagen may be the biggest urban area in Scandinavia and is certainly a large city. The number is possible to compare to those of megacities. To reach this number however, Greater Copenhagen is covering a large geographical area. This makes the population density very low.

Greater Copenhagen compared to the mega cities of the world (Click to enlarge)

The maps show this even more clearly. The Greater Copenhagen looks ridiculously large, compared to the mega cities. Is it then just a marketing fad, with a border enlarged until it held more people than Stockholm? Or is it a logical, economical metro area?

The Greater Copenhagen area laid out on a few mega cities. (Click to enlarge)

Well, we will find out the upcoming years. But there is one thing we can learn right now: Scandinavian cities are thinly spread out compared to major urban areas in the rest of the world. We could increase our density quite a bit without loosing too much "recreational space". That would spare both nature and farming land as well as make us more sustainable in terms of energy and transportation. And probably make our cities a bit more city-like as well.