All the underground stations on the new Copenhagen Metro have bike parking rooms. I never use them myself but the few times I've peeked inside...
... there is always loads of room. There is a bar on each wall, but bikes are just leanding on their kickstands. The Metro is brilliant but it doesn't go many places outside of cycle range - the red local trains transport you farther out into the suburbs - so there isn't that much use for the parking rooms I suppose.
The Metro was voted as the World's Best a couple of years ago and is quite cool. The URL is nice, too. www.m.dk.