I was about to weigh in with other well-attested stories of self-sacrifice, and the first that came to mind was the story of the Danish king Christian X wearing a yellow star when Danish Jews were ordered to wear one -- an example followed by all Danes. It then occurred to me that this was a story I'd been told by my mother.
I look around online to see whether there is any evidence for the story and find that it is apparently apocryphal. Warresisters.org has an account of the (absence of) evidence for the story. It also includes this account of the resistance in fact offered by the Danes, including the efforts of the Elsinore Sewing Club:
What really happened in Denmark in the fall of 1943, however, is a better story. When Germany violated a non-aggression treaty and invaded Denmark in 1940, the Danish government surrendered almost without fighting. The Germans announced a �protectorate� aimed against Britain and France and promised not to interfere with Denmark�s internal affairs, including local government. In return Denmark collaborated to some extent with Germany, allowing Danish agriculture and industry to aid the German war effort. As a result, an uneasy peace prevailed (most of the time) for the first three years of the occupation. During that period the Jews in Denmark lived relatively normal lives.
That state of affairs ended in August of 1943. By then it looked as though Germany might lose the war, and political strikes, industrial sabotage and other forms of active resistance were rising sharply. The German occupation authorities demanded that the Danish government crack down on all opposition with draconian laws. The Danes refused, and the government resigned en masse. The Germans then declared martial law and secretly prepared, among other things, to capture all Jews within Denmark for deportation to foreign concentration camps. They planned for the Jews to go literally overnight from relative freedom to slavery and then to death. There would be no intermediate period of ghettoization�and no yellow star.
At that point a brave act of nonviolent resistance was committed, not by the King of Denmark, but by a German civilian. Georg Duckwitz was an occupation official in charge of shipping Danish goods to wherever the Germans needed them. He had urged the Nazi leadership both in Copenhagen and in Berlin to take no action against Danish Jews, arguing (correctly) that it would cause unrest and harm the war effort. Despite taking that pragmatic line with the Nazis, Duckwitz did feel moral revulsion against the "final solution." When he learned the date planned for the round-up of the Jews--October 1, the eve of Jewish New Year--he passed the news to Danish political leaders, who, he thought (again correctly), would spread the warning. That night, when Nazi squads went to every Jewish address, the vast majority of their prey were not at home. Instead of nearly 8,000, they captured only 202 Jews--some who had not received the warning, some who didn't believe it and a few who simply refused to run.
Where were the Jews of Denmark? For the most part they were hiding with non-Jewish neighbors. There are innumerable stories of both friends and strangers who took in whole families, despite the very real danger to themselves and much uncertainty as to the future. Although there were Nazi sympathizers and anti-Semites among the Danish people, they were a small minority. Most Danes, practical people, had yielded to power and accommodated the Germans up to a point. But there was a line they would not cross�and more, a point for many where they had to resist. Deporting fellow citizens who happened to be Jewish to prison and death was not something they would passively allow to happen.
And resist they did. During the month of October 1943, more than 7,000 people--most of them Jews, but some non-Jewish relatives and "wanted" resistance figures--crossed the �resund to Sweden, where they had been promised refuge. This massive evacuation was not ordered by the king, nor was it organized by any government body. Hundreds of people spontaneously acted to organize or assist with the escapes, either from humanitarian motives or from the simple desire to thwart the German enemy.
One example among many of this resistance is that of the "Elsinore Sewing Club". The group was organized by several friends who had all quietly accepted the occupation until that October. The "club" arranged transportation to Sweden for hundreds of Jews, using hired fishing boats, sealed railroad freight cars being ferried to Sweden and, later on, boats of their own. After October they continued to operate, helping resistance fighters and downed Allied air crews reach safety. They fooled the Germans most of the time--but not always. In the end several members of the "sewing club" paid with their own lives.