In the last scene, detective Sarah Lund is seen getting a gun from the glove compartment of her car. That a danish police officer has a gun lying in the car seams highly unlikely. Danish police are allowed to carry weapons while they are on duty, but secured in a holster on there body. The gun in the glove compartment seems like it has been there for a while, being covered by a packs of Panasonic battery's and nicotine chewing gum etc. but Danish police has to check there weapons, out or in, at the star and end of a work day, and they are not allowed to have private firearms lying in there cars, not even if they have a permit.