In one scene in “The Danish Girl,” due in theaters Friday, Nov. 27, the 1920s Danish artist Gerda Wegener (Alicia Vikander) gazes intensely at her canvas as she paints a portrait of a nude woman stretched out languidly in a classical pose.

The beautiful model is Gerda’s artist husband, Einar Wegener (Eddie Redmayne), who has just started stepping out in public as a woman, to be known later as Lili Elbe. Erotically charged, the painting is ahead of its time, as were the real-life subjects of the film, Wegener and Elbe, one of the earliest patients to undergo sex reassignment surgery, in 1930.

“In this moment in the movie, through this painting, we can see how Lili and Gerda’s stories are both of a Danish tradition, and also far ahead of that tradition,” said David Ebershoff, author of the 2000 novel “The Danish Girl,” which was adapted for the film. “A women’s rights movement was playing out in Denmark somewhat simultaneously to their lives.”

Despite being an American and British production, “The Danish Girl” — directed by Tom Hooper (“The King’s Speech”) — is the latest in a long line of sexually adventurous Danish stories exploring gender equality and identity. That tradition has been spurred on by other Danish firsts. It was the first country in the world to legalize printed pornography, in 1967; in 1969 it lifted censorship of all movies for adults. It was also the first to legalize same-sex civil unions, in 1989. (Same-sex marriage was sanctioned there in 2012.)

When Mr. Hooper visited Copenhagen for the first time last year, he “completely fell in love” with it, he said. In the film he wanted to pay homage to the city and the blue-gray paintings of the 19th century artist Vilhelm Hammershoi, whose works Mr. Ebershoff called “masterpieces of subdued longing.”

Tightknit Denmark — current population: 5.6 million — has been defined for more than a century by a sense of social tolerance. The 19th century concept of cultural radicalism, with its critical attitude toward Victorian sexual restraint, has been incredibly influential, said the film historian Casper Tybjerg, a professor at the University of Copenhagen. “Sex is considered something natural and shouldn’t be regulated,” he said.

Five years before her countrywomen won the right to vote in 1915, the Danish movie star Asta Nielsen stunned audiences by playing a liberated woman who is to marry a vicar’s son but who runs off with a circus performer in “The Abyss.” During one dance number, she gyrates against her lover. “It’s very overtly sexual in a way that was quite striking to contemporaries,” Mr. Tybjerg said.

He also said a “nonjudgmental strain” appears throughout movies in the ’40s, ’50s and ’60s. The first color live action film made in Denmark, “Kispus,” from 1956, features a lovably eccentric fashion designer, Mr. Marcel. “Quite clearly, this character is marked as a gay man in the film, and it’s not something that’s made fun of,” Mr. Tybjerg said. Other daring movies include “Venom” (1966, also known as “Gift”), about a hedonistic young man who films his sexual dalliances and watches hard-core pornography — though the explicit footage was then censored with big white crosses.

The end of film censorship in 1969 led to a flurry of movies with both explicit and nuanced themes.

There was the 1970 counterculture “Concerning Lone,” about a teenage girl who travels to Copenhagen’s hippie area, later has exuberant topless sex, gets pregnant and seeks an illegal abortion. In 1978, “You Are Not Alone” was the first Danish movie to show two boys in love. Joyfully honest, it includes scenes of teenage boys kissing and also caressing naked in the shower.

Released in 1987, “Forever Friends” took a thoughtful approach to its story of a doe-eyed new guy in school becoming friends with a clique leader who is gay.

Yet amid this candor lies an entrenched Scandinavian concept, the law of Jante, satirically coined by the Danish author Aksel Sandemose in the 1930s, about being reservedly modest and not trumpeting individual success.

“I was brought up in a country that was very open, especially when it comes to sexuality, growing up as a young woman being able to talk to your parents about this from a young age,” said Ms. Vikander, a Swede whose father, a psychiatrist, has worked with transgender patients. “Jante will always be a part of me, in the sense that I was also brought up with people holding back just a tiny bit, at home.”

In some way Lili, too, doesn’t want to stand out, Mr. Hooper said. “Eddie and I had conversations with trans people about ‘passing’ or blending in,” he said. “Lili was really quite a conventional woman, and wanted to find a man and become pregnant one day.” (Though details are vague about the scope of Elbe’s multiple surgeries, she died in 1931 after complications stemming from what may have been the attempted transplant of a uterus.)

Ms. Vikander said she also became enamored of the naturalistic Dogme 95 film movement introduced in 1995 by the directors Lars von Trier and Thomas Vinterberg. Both Ms. Vikander and Mr. Hooper cited Mr. Vinterberg’s raw 1998 Dogme film, “The Celebration,” about family sexual abuse, as one of their favorite Danish movies.

After Dogme, progressive Danish films have included “Shake It All About” (2001), which revolves around a man who proposes to his boyfriend, then also falls in love with a woman; the coming-of-age lesbian tale “Triple Threat” (2006); and “Ladyboy” (2011).

Last year, Denmark became the first European country to allow a legal change of gender without requiring a medical diagnosis. But movies about transgender people are still rare, said Thomas Gammeltoft, chief executive of the Copenhagen Film Fund, which helped finance “The Danish Girl.” So the film and its story of Elbe and Wegener will probably have an impact, he said.

Mr. Hooper agreed. “A lot of Danish people I talked to had not heard of them,” he said. “Most of all, I’d like to reclaim these two people who were iconic Danish citizens.”