Just a tip I have learned from frequent travel, if at all possible, one change of clothes in carry-on, couple pairs of underwear to boot as well, swimsuit, and if it is cold, carry/wear on your coat/jacket/sweater (this is because it would be a more expensive piece to purchase). Also, when traveling with a group, again if possible, make sure you pack in each others suitcases, so that if only one bag makes it, you will have a few pieces of clothing. This is not a total curative if luggage is lost, but it will help defray your out of pocket clothes and allow you a few of your things to wear while waiting/shopping.
Also, when leaving for an international trip, arrive as early as possible. I have found that the closer you cut it to departure time, the more likely your bag will be lost. If you are switching airlines, be sure that it is on one ticket (don't buy a ticket on AA and then a separate ticket on another airline in Europe), you should book 1 ticket per way, whether this is on one airline or more it is ok, but they should be linked. This will save major headaches in cases of delays, etc.
I hope you are enjoying your trip and did not let this little adventure down it too much! How cool will it be to say, yes, I picked these up in Copenhagen.