Deaths and burials—also to be found in the parish registers—are usually recorded in a similar manner to those of births and marriages. There are, however, some variation from register to register as some registers only provide evidence of date and name of the deceased, whereas others list age, residence at time of death, course of death, and date of burial. The register also recorded still born and unnamed babies. You may find entries of course of death such as 'died from raging fever', ' died in child labor', 'lost at sea' or perhaps 'died of old age', and may bring your vital information as to how your ancestors lived and died.
Research at the Danish Archives
The parish registers (with information an deaths and burials are stored at the specific Regional Archive in Viborg, Aabenraa, Odense and Copenhagen. Microfische copies for all of Denmark until 1891 are available for study at all regional archives as well as the National State Archive in Copenhagen. Furthermore it is normal practice for the local archives (and some libraries) to obtain microfische copies of both parish registers and censuses concerning the specific area that they serve. Some archives also have printed indexes on a few of the provincial market towns, e.g. Århus, Aabenraa and Haderslev.
Research online
The best source for finding infromation of deaths and burials is the website arkivalieronline.dk where you can find copies of the original parish registers. Read the introduction in English, sign up, and you'll be able to download the copies directly to your pc. As these scanned images the actual parish registers you will, however, need to read the records in old handwriting as well as in Danish language, but you might be able to locate the records you are looking from the name and date alone.
Another important source is the Mormon Family History Centers in the USA and elsewhere have microfilms or microfische of all Danish birth, marriages and deaths etc. Many of these are available for online search at FamilySearch.org although records of deaths /burial are still few, and usually only listing dates, names, and places. To find information of cause of death or other notes you still need to take a look at the actual death and burial records.
Unfortunately there are not many vital records, especially records of deaths / burials, avilable for online search from Danish websites yet; you may, however, be able to find some that part of local projects covering a specific parish, and others are entered on voluntary basis on personal websites.