Could any one please help me. I am trying to track down the birth of James Edward Grey Born 9th December 1875. He was born in Copenhagen of British parents William and Louisa Grey. Is there anywhere that I can obtain certificates, if not where are the records kept and how can I access them.
I am also trying to find records of when he left Denmark. I know it was between the time of his birth in 1875 and 1901 as he is in the UK for that census.

Any help would be most gratefully received.
Thank you
Chris