Indeed, quite a few US citizens abroad cancel their US citizenship due to IRS tax problems.

Denmark does as well, to a high degree

As opposed to the US, Denmark does not impose global tax on citizen who are not considered residents or have a home available to them there.

There have however been quite a few high profile cases of whether you are considered a resident of Denmark or not, after leaving Denmark -- something that has hit a golf player, a model and apparently 100 others whose cases were handled internally by the tax authorities.

In a blink of an eye, you can become a tax evader and essentially lose everything you've earned plus be sentenced to years in prison... unless you're the husband of the prime minister (who worked in Switzerland, paid no tax in Denmark yet essentially lived here).

So if you're leaving Denmark for Silicon Valley to run your startup, get legal help to ensure you won't suddenly get taxed for all your US-earned income because your left your wife/girlfriend in Denmark, visited her and say, answered a few emails or spent some money.