Copenhagen Gay Center and Men's Shop are two gay sex shops in the "red light" district behind the main train station. A little further - about 15 minutes' walk or take bus 6A - is Body Bio, a sex club at Kingosgade 7, on the corner of Vesterbrogade.
Scandinavian Leather Men -
SLM - is Scandinavia's biggest members only fetish club for men. As the name suggests, it is predominantly for men into leather, but other fetish wear is permitted. Check their website for the dress code and special events to make sure you are not turned away at the door.
SLM has recently been renovated with bars and play areas on two floors. SLM is a member of ECMC and all ECMC members are welcome.