Going to denmark is an actual saying made popular for the relative ease of the process that is getting a sex change while in denmark. Of all places in the world Denmark offers the best doctors at the best price with the easiest acceptance rate of sex changes. For this reason when someone is going to get a sex change they would most probably go to denmark.
Oh you did here jimmy became jamie, he "went to denmark: last year.
or if you dont like someone you could say, "hey you go to denmark" you puffta!
the action of the sex change is refered to as "going to denmark"