Possible Clues:

• Northern kingdom
• First country to legally recognize same-sex unions
• Dark men come from here
• Working men in Black Country
• Place of refuge, maybe spot in the country
• Monarchy for over a thousand years
• *Country home to Legoland
• Nation whose flag is a white cross on a red background
• Country exchange named before return of kroner
• Monarchy, a member of the European Union