I am a New Zealand living in Germany, and will be travelling to Denmark soon. My problem is that my current work visa will be expiring before my trip. Although this presents no problem in entering Denmark from Germany (afaik), I will be getting married in Denmark, this requiring at least a tourist visa. Is it possible to take the train over to Sweden and back and get a Schengen tourist visa at some point? If anyone has any firsthand experience with this, that would be great!

Note: as a NZ citizen, I am eligible for visa-free travel within Europe; if I was flying into Denmark from outside Schengen, I could get the visa at the airport without any problems. The gist of my question is more about whether this is possible at the bridge.

Thanks!