In the Danish locale of WordPress 3.4.1 the language subtag is invalid, according to RFC 5646. This makes the HTML invalid.
The W3C HTML Validator will give you an error similar to this:
Line 6, Column 29: Bad value da_DK for attribute lang on element html: The language subtag da_dk is not a valid language subtag.
<html dir="ltr" lang="da_DK">
Bloginfo -> 'language' is set to 'da_DK', but should be 'da', as of 2005.