yes, Denmark only appears 3 times in the anime.. he's more in the manga and the strips Himaruya-sensei made in his blog..
First, Ep 17 in Hetalia World Series (but he only appears for 1 second.. just ONE!! :iconWTF-HongKog: Second, Ep 27 in Hetalia World Series (first time we hear isvoice, but just for a short time) Third, Ep 49 (Extra Episode) in Hetalia World Series (FINALLY, DENMARK TALKS FOR A LONG TIME!!)
PFFFT. I downloaded a subbed version and I didn't notice him till like, the third time I watched it and I was all like "DUDE, WHA' THE FUUUU-?! Denny, y u no change into blobby thingy?" But that seriously looks like a Sweden on crack behind him xD And the fact that he didn't change into the alien things only supports my conspiracy more xD